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Export and GDP growth nexus in India : an econometric study

Datta, Kanchan; De, Subhasis - In: International journal of economic issues : IJEI 7 (2014) 2, pp. 259-277

Persistent link: https://www.econbiz.de/10011289535

Recursive adjustment for general deterministic components and improved cointegration rank tests

Born, Benjamin; Demetrescu, Matei - In: Journal of time series econometrics 7 (2015) 2, pp. 143-179

Persistent link: https://www.econbiz.de/10011291306

Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques

Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-19

setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed …-2017). The study found unit root, cointegration, and a long-run relationship between dividend and share price series for Indian …

Persistent link: https://www.econbiz.de/10013470997

The impact of bank lending on Palestine economic growth : an econometric analysis of time series data

Awad, Ibrahim Mohammed; Al Karaki, Mohammed S. - In: Financial innovation : FIN 5 (2019) 14, pp. 1-21

co-integration, Vector Autoregressive Model and Vector Error Correction Model are employed to identify the long-run and …

Persistent link: https://www.econbiz.de/10012266586

A Review of the Econometric Analysis of I(2) Variables

Haldrup, Niels - 1998

provided of why I(2) and polynomial cointegration are features likely to occur in economics. The properties of I(2) series are …

Persistent link: https://www.econbiz.de/10014112218

A Simple Mle of Cointegrating Vectors in Higher Order Integrated Systems

Stock, James H.; Watson, Mark W. - 2021

An MLE of the unknown parameters of co integrating vectors is presented for systems in which some variables exhibit higher orders of integration, in which there might be deterministic components, and in which the co integrating vector itself might involve variables of differing orders of...

Persistent link: https://www.econbiz.de/10013237298

Money demand in Korea : a cointegration analysis, 1973-2014

Cho, Hyungsun Chloe; Ramírez, Miguel D. - In: Business and Economic Research : BER 6 (2016) 1, pp. 96-110

Persistent link: https://www.econbiz.de/10011452562

Residuals-based tests for cointegration with generalized least-squares detrended data

Perron, Pierre; Rodríguez, Gabriel - In: The econometrics journal 19 (2016) 1, pp. 84-111

Persistent link: https://www.econbiz.de/10011487613

Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship

Neto, David - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 909-928

Persistent link: https://www.econbiz.de/10011377316

Foreign direct investment and macroeconomic factors : evidence from the Indian economy

Tripathi, Vanita; Seth, Ritika; Bhandari, Varun - In: Asia-Pacific journal of management research and … 11 (2015) 1, pp. 46-56

Persistent link: https://www.econbiz.de/10011383278