Results 211 to 220 of about 32,224 (224)

Johansen's test for cointegration [PDF]

Stata Technical Bulletin, 1995
Ken Heinecke, Charles Morris
openaire  

Some of the next articles are maybe not open access.

Related searches:

Johansen cointegration of frequency response functions contaminated with nonstationary colored noise for structural damage detection

Journal of Sound and Vibration, 2023
Mohsen Mousavi, Ulrike Dackermann
exaly  

Performance of Johansen's Cointegration Test

1997
Chee Wee Poh, Randolph Tan
openaire   +1 more source

An Empirical Analysis Using Johansen's Cointegration Approach

SSRN Electronic Journal, 1994
openaire   +1 more source

The Johansen cointegration method and several others during the evolution of the energy-growth nexus and the broader “X-variable”-growth nexus

2021
Angeliki N Menegaki
exaly  

Multivariate Granger causality between macro variables and KSE 100 index: evidence from Johansen cointegration and Toda & Yamamoto causality

Economic Research-Ekonomska Istrazivanja, 2017
Rizwan Raheem Ahmed, Jolita Vveinhardt, Dalia Streimikiene   +2 more
exaly  

Revisiting the tourism-led-growth hypothesis for Turkey using the bounds test and Johansen approach for cointegration

Tourism Management, 2009
Salih Katırcıoğlu
exaly  

Cointegration Analysis Using the Johansen Technique: A Practitioner's Guide to the Software

The Economic Journal, 1994
openaire   +1 more source

Johansen cointegration rank tests under local alternative hypotheses when related drift or linear trend is not dependent upon sample size in VARs

Communications in Statistics - Theory and Methods, 2019
exaly  

Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations

Econometric Reviews
Takamitsu Kurita, Mototsugu Shintani
openaire   +1 more source