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Integroituneet ja yhteisintegroituneet aikasarjat : katsaus ominaisuuksiin ja testaukseen

Pere, Pekka - 1990

Persistent link: https://www.econbiz.de/10000828730

AR(1) models, unit roots, and adjusted profile likelihood

Pere, Pekka - In: Econometric theory 19 (2003) 6, pp. 885-922

Persistent link: https://www.econbiz.de/10001818870

Testing the cointegration of house and stock prices in Finland

Takala, Kari; Pere, Pekka - In: Studies in time series analysis of consumption, asset …, (pp. 151-171). 2001

Persistent link: https://www.econbiz.de/10001642920

Testing the cointegration of house and stock prices in Finland

Takala, Kari - In: Finnish economic papers 4 (1991) 1, pp. 33-51

Persistent link: https://www.econbiz.de/10001111103

Adjusted estimates and Wald statistics for the AR(1) model with constant

Pere, Pekka - In: Journal of Econometrics 98 (2000) 2, pp. 335-363

Persistent link: https://www.econbiz.de/10005238967

Adjusted estimates and Wald statistics for the AR(1) model with constant

Pere, Pekka - In: Journal of econometrics 98 (2000) 2, pp. 335-364

Persistent link: https://www.econbiz.de/10006779209

AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD

Pere, Pekka - In: Econometric theory 19 (2003) 6, pp. 885-922

Persistent link: https://www.econbiz.de/10006966508

AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD

Pere, Pekka - In: Econometric Theory 19 (2003) 06, pp. 885-922

Persistent link: https://www.econbiz.de/10005610564

Testing the cointegration of house and stock prices in Finland

Takala, Kari; Pere, Pekka - In: Finnish Economic Papers 4 (1991) 1, pp. 33-51

This paper looks at the efficiency of asset markets and pricing rules with regard to house and stock markets in Finland. House and stock prices are found to have unit roots, which is a necessary condition for efficient markets. However, asset prices are not pure random walks, but instead unit...

Persistent link: https://www.econbiz.de/10008461710