Results 271 to 280 of about 58,428 (305)

Cointegration tests with conditional heteroskedasticity

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

Cointegration and the US term structure

Journal of Banking and Finance, 1994
Tom Engsted
exaly  

A Fractional Cointegration Analysis of Purchasing Power Parity

Journal of Business and Economic Statistics, 1993
Yin-Wong Cheung, Kon S Lai
exaly  

On stationarity and cointegration of international health expenditure and GDP

Journal of Health Economics, 2000
Ulf-Göran Gerdtham, Mickael Lothgren, U G Gerdtham   +2 more
exaly  

Energy consumption and economic growth in Central America: Evidence from a panel cointegration and error correction model

Energy Economics, 2009

exaly  

Residual-based tests for cointegration in models with regime shifts

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

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

Renewable Energy, 2018
Tomasz Barszcz, Phong Ba Dao, Wieslaw Jerzy Staszewski   +2 more
exaly  

New Simple Tests for Panel Cointegration

Econometric Reviews, 2005
Joakim Westerlund
exaly  

Cointegration and forward and spot exchange rate regressions

Journal of International Money and Finance, 2000
Eric Zivot
exaly  

A REVIEW OF SYSTEMS COINTEGRATION TESTS

Econometric Reviews, 2001
Helmut Lütkepohl, Kirstin Hubrich, Pentti Saikkonen   +2 more
exaly