Results 101 to 110 of about 1,719 (118)

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, Uhl Tadeusz, Phong Ba Dao   +2 more
exaly  

Systems Cointegration Analysis: Tests for the Cointegration Rank

2001
openaire   +1 more source

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  

Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets

American Journal of Agricultural Economics, 1991
Ted Schroeder
exaly  

Financial development and economic growth: evidence from panel unit root and cointegration tests

Journal of Development Economics, 2004
Dimitris K Christopoulos, Efthymios G Tsionas   +1 more
exaly  

Testing for cointegration: power versus frequency of observation — further Monte Carlo results

Economics Letters, 2000
Jesus Otero, Jeremy Smith
exaly  

Essays in cointegration and monetary analysis

2006
-- Money in Britain : a cointegration analysis -- The contribution of monetary factors to low growth in EMU : the case of Germany, France and Italy -- Public debt and long-term interest rates : the case of Germany, France and ...
openaire   +1 more source