Results 121 to 130 of about 7,535 (160)

Cointegration

2008
  +5 more sources

Cointegration

2012
Gebhard Kirchgässner, Jürgen Wolters, Uwe Hassler   +2 more
  +5 more sources

Monitoring cointegration in systems of cointegrating relationships

Econometrics and Statistics
Etienne Theising, Dominik Wied
openaire   +1 more source

Cointegration

2000
Haiyan Song, Stephen F. Witt
openaire   +1 more source

New Simple Tests for Panel Cointegration

Econometric Reviews, 2005
Joakim Westerlund
exaly  

Cointegration tests with conditional heteroskedasticity

Journal of Econometrics, 1996
Tae-Hwy Lee, Yiuman Tse
exaly  

Cointegration

2015
David Ruppert, David S. Matteson
openaire   +1 more source

Condition monitoring and fault detection in wind turbines based on cointegration analysis of SCADA data

Renewable Energy, 2018
Phong B Dao, Wieslaw J Staszewski, Tomasz Barszcz   +2 more
exaly  

Residual-based tests for cointegration in models with regime shifts

Journal of Econometrics, 1996
Allan W Gregory, Bruce E Hansen
exaly  

Combining non‐cointegration tests

Journal of Time Series Analysis, 2013
Christian Bayer, Christoph Hanck
exaly