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Do exports lead economic output in five Asian countries? : a cointegration and Granger Causality analysis

Huang, Jiayin; Ramírez, Miguel D. - In: Business and Economic Research : BER 6 (2016) 2, pp. 30-50

Persistent link: https://www.econbiz.de/10011575379

Size and power of tests based on Permanent-Transitory Component Models

Casalin, Fabrizio - In: International review of financial analysis 47 (2016), pp. 142-153

Persistent link: https://www.econbiz.de/10011624095

Testing for the equality of integration orders of multiple series

Wang, Man; Chan, Ngai Hang - In: Econometrics : open access journal 4 (2016) 4, pp. 1-10

essential step in testing for (fractional) cointegration in the bivariate case. For the multivariate case, there are several … versions of cointegration, and the version given in Robinson and Yajima (2002) has received much attention. In this definition … integration order. Furthermore, this time series vector is said to be cointegrated if there exists a cointegration in any of the …

Persistent link: https://www.econbiz.de/10011650498

Do exports lead economic output in five Asian countries? : a cointegration and granger causality analysis

Huang, Jiayi; Ramírez, Miguel D. - In: Inventi impact: international trade (2017) 1, pp. 24-44

Persistent link: https://www.econbiz.de/10011689045

Market efficiency in developed and emerging markets

Sharma, Ankit; Thaker, Keyur - In: Afro-Asian Journal of Finance and Accounting : AAJFA 5 (2015) 4, pp. 311-333

Persistent link: https://www.econbiz.de/10011595609

Multiple testing for no cointegration under nonstationary volatility

Demetrescu, Matei; Hanck, Christoph - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 485-513

Persistent link: https://www.econbiz.de/10011969530

Model checks for nonlinear cointegrating regression

Wang, Qiying; Wu, Dongsheng; Zhu, Ke - In: Journal of econometrics 207 (2018) 2, pp. 261-284

Persistent link: https://www.econbiz.de/10012116349

Portmanteau-type tests for unit-root and cointegration

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Nonlinear error correction based cointegration test in panel data

Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4

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Testing for no-cointegration under time-varying variance

Wang, Shaoping; Zhao, Qing; Li, Yanglin - In: Economics letters 182 (2019), pp. 45-49

Persistent link: https://www.econbiz.de/10012122426