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161
On
cointegration
for processes integrated at different frequencies
Barrio Castro, Tomás del
;
Cubadda, Gianluca
;
Osborn, …
-
2020
Persistent link: https://www.econbiz.de/10012489057
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162
Narrow-band weighted nonlinear least squares estimation of unbalanced
cointegration
systems
Dumitrescu, Elena-Ivona
;
Truchis, Gilles de
-
2019
Persistent link: https://www.econbiz.de/10012241999
Saved in:
163
Local Whittle analysis of stationary unbalanced fractional
cointegration
systems
Dubois, Florent
;
Dumitrescu, Elena-Ivona
;
Truchis, Gilles de
-
2019
-
Preliminary draft
Persistent link: https://www.econbiz.de/10012242004
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164
Essays on testing for nonlinearity in time series : issues in nonlinear
cointegration
, structural breaks and changes in persistence
Grote, Claudia
-
2020
Persistent link: https://www.econbiz.de/10012244029
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165
Shadow economy and economic development : a panel
cointegration
and causality analysis
Bilan, Yuriy
;
Tiutiunyk, Inna
;
Lyeonov, Sergij
; …
- In:
International journal of economic policy in emerging …
13
(
2020
)
2
,
pp. 173-193
Persistent link: https://www.econbiz.de/10012251022
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166
Estimating factor shares from nonstationary panel data
Aquino, Juan Carlos
;
Ramírez-Rondán, N. R.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2353-2380
Persistent link: https://www.econbiz.de/10012255890
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167
Long-run price behaviour in the gasoline market : the role of exogeneity
Tabaghdehi, Seyedeh Asieh H.
;
Hunter, John
- In:
Journal of business research : JBR
116
(
2020
),
pp. 620-627
Persistent link: https://www.econbiz.de/10012257663
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168
Observation driven long run equilibria
Łasak, Katarzyna
;
Lont, Johannes
- In:
Computational economics
55
(
2020
)
2
,
pp. 551-575
Persistent link: https://www.econbiz.de/10012223650
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169
Multivariate Granger causality between macro variables and KSE 100 index : evidence from Johansen
cointegration
and Toda & Yamamoto causality
Ahmed, Rizwan Raheem
;
Vveinhardt, Jolita
; …
- In:
Economic research
30
(
2017
)
1,2
,
pp. 1497-1521
Persistent link: https://www.econbiz.de/10012224832
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170
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
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