Narrow search
Showing 31 - 40 of 82,721
Cover Image
Tests for serial independence in limited dependent variable models
Jarque, Carlos M.; Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489724
Cover Image
Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
Cover Image
Structural analysis of cointegration VARs
Pesaran, M. Hashem; Smith, Ron - In: Journal of economic surveys 12 (1998) 5, pp. 471-505
Persistent link: https://www.econbiz.de/10001400860
Cover Image
Structural analysis of cointegrating VARs
Pesaran, M. Hashem; Smith, Ron - 1998
Persistent link: https://www.econbiz.de/10001350652
Cover Image
Essays in long memory and stock market volatility
Liu, Ming - 1996
Persistent link: https://www.econbiz.de/10001353978
Cover Image
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi - In: Applied economics 31 (1999) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
Cover Image
Long memory in the Canadian stock market
Beveridge, Steve - In: Applied financial economics 7 (1997) 6, pp. 667-672
Persistent link: https://www.econbiz.de/10001240788
Cover Image
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Cover Image
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola; Janabi, Mazin A. M. al; … - In: The journal of asset management 16 (2015) 7, pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
Cover Image
Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco; Camponovo, Lorenzo; Roth, Constantin - In: Quantitative finance and economics 1 (2017) 4, pp. 363-387
Persistent link: https://www.econbiz.de/10012137836