Results 341 to 350 of about 15,639,744 (351)

Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms

Computational statistics (Zeitschrift), 2008
Carsten Trenkler
semanticscholar   +1 more source

Tests for cointegration allowing for an unknown number of breaks

Economic Modelling, 2012
exaly  

Cointegration and models of exchange rate determination

International Journal of Forecasting, 1987
Richard T Baillie
exaly  

A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics

, 1992
Michael Osterwald-Lenum
semanticscholar   +1 more source

Pairs trading with partial cointegration

Quantitative Finance, 2018
Matthew Clegg, Christopher Krauss
exaly  

Financial integration in East Asia: Evidence from panel unit root and panel cointegration tests

, 2009
Cyriac Guillaumin
semanticscholar   +1 more source

Johansen's test for cointegration [PDF]

Stata Technical Bulletin, 1995
Ken Heinecke, Charles Morris
openaire  

Systems Cointegration Analysis: Tests for the Cointegration Rank

2001
openaire   +1 more source

Comovements in national stock market returns: Evidence of predictability, but not cointegration

Journal of Monetary Economics, 1995
exaly  

Testing for Multi-cointegration [PDF]

, 1997
Engsted, Tom, Gonzalo, Jesus, Haldrup, Niels   +2 more
openaire