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- Econometric Modelling: Testing of Randomness,Volatility, Casualty and Cointegration of Emerging Stock Market Indices of India and MIST Countries
- Differencing and Cointegration Differencing Integration of Order D
- Time-Series Econometrics: Cointegration and Autoregressive Conditional Heteroskedasticity
- Bayesian Methods for Solving Estimation and Forecasting Problems in the High-Frequency Trading Environment
- Cointegration Analysis of Commodity Prices: Much Ado About the Wrong Thing?
- Revisiting Banking Stability Using a New Panel Cointegration Test
- A Note on Cointegration of International Stock Market Indices
- Section B4: Unit Roots and Cointegration Analysis
- Estimation of Seasonal Cointegration Under Conditional Heteroskedasticity
- A Primer on Cointegration with an Application to Money and Income
- Cointegration: an Overview S๘ren Johansen Department of Applied
- Bounds Testing Approach to Cointegration
- TABLE 1 Panel DOLS Pooled Cointegration Regression ∆ Pt-1
- Lecture Notes 3: Single Equation Cointegration Carl Bonham, Ph.D
- Simulation Evidence on Granger Causality In
- 1 Cointegration
- Vector Autoregressions and Cointegration*
- The Nobel Memorial Prize for Robert F. Engle
- Arxiv:2006.14179V3 [Econ.EM] 18 Jan 2021
- Testing for Cointegration in Misspecified Systems – a Monte Carlo Study of Size Distortions♣
- THE EFFECT of STRUCTURAL BREAKS on the ENGLE-GRANGER TEST for COINTEGRATION Estudios Económicos, Vol
- Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis
- Heteroskedastic Cointegration*
- Recent Developments in Cointegration
- A Nine-Variable Probabilistic Macroeconomic Forecasting Model
- Dynamics and Price Volatility in Farm-Retail Livestock Price Relationships
- The Cointegration Analysis in Hypothesis of Heteroschedasticity: the Wild Bootstrap Test
- Cointegration. Overview and Development
- Vecrank — Estimate the Cointegrating Rank of a VECM
- Criticalvalues for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
- Testing for Cointegration in Multivariate Time Series
- Confounding Factors Analysis and Compensation for High-Speed Bearing Diagnostics Alessandro Paolo Daga, Luigi Garibaldi, Alessandro Fasana, Stefano Marchesiello
- Critical Values for Cointegration Tests
- On the Relationship Between the Theory of Cointegration and the Theory of Phase Synchronization
- Econometrics
- How to Combine Cointegration Tests
- On Some Simple Test for Cointegration: the Cost of Simplicity
- Johansen Cointegration Test
- The Stochastic Stationary Root Model
- A New Approach to Modeling and Estimation for Pairs Trading
- The Error Correction Model As a Test for Cointegration
- Unit Roots, Cointegration, and Structural Change
- Cointegration