Статті в журналах з теми "Cointegration"
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Gallimore, Paul, J. Andrew Hansz, Wikrom Prombutr, and Ying Zhang. "International Real Estate Review." International Real Estate Review 17, no. 3 (December 31, 2014): 359–94. http://dx.doi.org/10.53383/100189.
COOK, STEVEN. "ARE STOCK PRICES AND ECONOMIC ACTIVITY COINTEGRATED? EVIDENCE FROM THE US, 1950–2005." Annals of Financial Economics 02, no. 01 (June 2006): 0650003. http://dx.doi.org/10.1142/s2010495206500035.
Bernstein, David, and Bent Nielsen. "Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient." Econometrics 7, no. 1 (January 18, 2019): 6. http://dx.doi.org/10.3390/econometrics7010006.
Aue, Alexander, Lajos Horváth, Clifford Hurvich, and Philippe Soulier. "LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS." Econometric Theory 30, no. 3 (November 18, 2013): 536–79. http://dx.doi.org/10.1017/s0266466613000406.
Kim, Soohyeon, and Surim Oh. "Impact of US Shale Gas on the Vertical and Horizontal Dynamics of Ethylene Price." Energies 13, no. 17 (August 31, 2020): 4479. http://dx.doi.org/10.3390/en13174479.
Sugita, Katsuhiro. "Time Series Analysis of the US Term Structure of Interest Rates Using a Bayesian Markov Switching Cointegration Model." International Journal of Economics and Finance 9, no. 3 (February 9, 2017): 49. http://dx.doi.org/10.5539/ijef.v9n3p49.
Shin, Yongcheol. "A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration." Econometric Theory 10, no. 1 (March 1994): 91–115. http://dx.doi.org/10.1017/s0266466600008240.
Bierens, Herman J., and Luis F. Martins. "TIME-VARYING COINTEGRATION." Econometric Theory 26, no. 5 (March 5, 2010): 1453–90. http://dx.doi.org/10.1017/s0266466609990648.
LEAN, HOOI HOOI, PARESH NARAYAN, and RUSSELL SMYTH. "EXCHANGE RATE AND STOCK PRICE INTERACTION IN MAJOR ASIAN MARKETS: EVIDENCE FOR INDIVIDUAL COUNTRIES AND PANELS ALLOWING FOR STRUCTURAL BREAKS." Singapore Economic Review 56, no. 02 (June 2011): 255–77. http://dx.doi.org/10.1142/s0217590811004250.
Dao, Phong B. "On Cointegration Analysis for Condition Monitoring and Fault Detection of Wind Turbines Using SCADA Data." Energies 16, no. 5 (March 1, 2023): 2352. http://dx.doi.org/10.3390/en16052352.
Jain, Abhimanyu, Himanshu Goel, Sakshi Jain, and Yukta Sharma. "Nexus between Foreign Institutional Investors and NSE during Covid." MUDRA: Journal of Finance and Accounting 9, no. 2 (2022): 60–71. http://dx.doi.org/10.17492/jpi.mudra.v9i2.922204.
Lee, Chin, M. Azali, Zulkornain B. Yusop, and Mohammed B. Yusoff. "IS MALAYSIA EXCHANGE RATE MISALIGNMENT BEFORE THE 1997 CRISIS?" Labuan Bulletin of International Business and Finance (LBIBF) 6 (December 31, 2008): 1–18. http://dx.doi.org/10.51200/lbibf.v6i.2590.
Lu, F., and Qian Chen. "Investigation of Condition Monitoring of a Flap System." Key Engineering Materials 413-414 (June 2009): 521–28. http://dx.doi.org/10.4028/www.scientific.net/kem.413-414.521.
Duguleana, Constantin. "COINTEGRATING THE LONG-RUN RELATIONSHIP OF ECONOMIC VARIABLES." SERIES V - ECONOMIC SCIENCES 14(63), no. 1 (June 30, 2021): 139–52. http://dx.doi.org/10.31926/but.es.2021.14.63.1.15.
Black, Angela J., David G. McMillan, and Fiona J. McMillan. "Cointegration between stock prices, dividends, output and consumption." Review of Accounting and Finance 14, no. 1 (February 9, 2015): 81–103. http://dx.doi.org/10.1108/raf-09-2013-0103.
Xiao, Zhijie, and Peter C. B. Phillips. "EFFICIENT DETRENDING IN COINTEGRATING REGRESSION." Econometric Theory 15, no. 4 (August 1999): 519–48. http://dx.doi.org/10.1017/s0266466699154033.
Choi, In, Joon Y. Park, and Byungchul Yu. "Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables." Econometric Theory 13, no. 6 (December 1997): 850–76. http://dx.doi.org/10.1017/s0266466600006290.
Zivot, Eric. "THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED." Econometric Theory 16, no. 3 (June 2000): 407–39. http://dx.doi.org/10.1017/s0266466600163054.
Biondini, Riccardo, Yan-Xia Lin, and Michael Mccrae. "A case study of the residual-based cointegration procedure." Journal of Applied Mathematics and Decision Sciences 7, no. 1 (January 1, 2003): 29–48. http://dx.doi.org/10.1155/s1173912603000038.
Shehu, Maimuna M., and Ibrahim M. Adamu. "Determinants of Budget Deficit in Nigeria." Journal of International Business, Economics and Entrepreneurship 6, no. 1 (June 21, 2021): 1. http://dx.doi.org/10.24191/jibe.v6i1.14199.
Dao, Phong B., and Wieslaw Jerzy Staszewski. "Damage Detection Using Cointegration Technique and Wavelet Analysis of the Post-Cointegrated Lamb Waves." Key Engineering Materials 569-570 (July 2013): 908–15. http://dx.doi.org/10.4028/www.scientific.net/kem.569-570.908.
Paruolo, Paolo. "LR cointegration tests when some cointegrating relations are known." Statistical Methods & Applications 10, no. 1-3 (January 2001): 123–37. http://dx.doi.org/10.1007/bf02511644.
Hwan Seo, Myung. "ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS." Econometric Theory 27, no. 2 (August 27, 2010): 201–34. http://dx.doi.org/10.1017/s026646661000023x.
Iorngurum, Tersoo. "Gauging the Effects of Modern Payment Technologies Adoption on the Demand for Money in Nigeria." Economic Analysis 52, no. 2 (December 9, 2019): 12–27. http://dx.doi.org/10.28934/ea.19.52.2.pp12-27.
Hyun, Hea-Jung. "QUALITY OF INSTITUTIONS AND FOREIGN DIRECT INVESTMENT IN DEVELOPING COUNTRIES: CAUSALITY TESTS FOR CROSS‐COUNTRY PANELS." Journal of Business Economics and Management 7, no. 3 (September 30, 2006): 103–10. http://dx.doi.org/10.3846/16111699.2006.9636130.
Martínez Compains, Jorge, Ignacio Rodríguez Carreño, Ramazan Gençay, Tommaso Trani, and Daniel Ramos Vilardell. "Recovering cointegration via wavelets in the presence of non-linear patterns." Studies in Nonlinear Dynamics & Econometrics 25, no. 5 (October 15, 2021): 255–65. http://dx.doi.org/10.1515/snde-2018-0120.
BAILLIE, RICHARD T., and TIM BOLLERSLEV. "Cointegration, Fractional Cointegration, and Exchange Rate Dynamics." Journal of Finance 49, no. 2 (June 1994): 737–45. http://dx.doi.org/10.1111/j.1540-6261.1994.tb05161.x.
Jumah, Adusei, and Robert M. Kunst. "Prediction of Consumption and Income in National Accounts: Simulation-Based Forecast Model Selection." Engineering Proceedings 5, no. 1 (July 16, 2021): 55. http://dx.doi.org/10.3390/engproc2021005055.
Elliott, Graham, and Elena Pesavento. "TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT." Econometric Theory 25, no. 6 (December 2009): 1829–50. http://dx.doi.org/10.1017/s026646660999034x.
Malumisa, Sambulo. "Structural Breaks, Stability and Demand for Money in South Africa." Journal of Economics and Behavioral Studies 7, no. 5(J) (October 30, 2015): 79–90. http://dx.doi.org/10.22610/jebs.v7i5(j).608.
Sinha, Narain, and Strike Mbulawa. "Government expenditure on health and economic growth in Botswana." International Journal of Research in Business and Social Science (2147- 4478) 12, no. 2 (March 25, 2023): 204–16. http://dx.doi.org/10.20525/ijrbs.v12i2.2280.
Triacca, Umberto. "COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS." Econometric Theory 16, no. 1 (February 2000): 102–11. http://dx.doi.org/10.1017/s0266466600161055.
Barigozzi, Matteo, Marco Lippi, and Matteo Luciani. "Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors." Econometrics 8, no. 1 (February 4, 2020): 3. http://dx.doi.org/10.3390/econometrics8010003.
Cernohorska, Libena. "The relationship between M3 and consumer price index in the Czech Republic." New Trends and Issues Proceedings on Humanities and Social Sciences 4, no. 10 (January 12, 2018): 226–36. http://dx.doi.org/10.18844/prosoc.v4i10.3081.
Triki, Mohamed Bilel, and Samir Maktouf. "Purchasing power parity as a long-term memory process." International Journal of Emerging Markets 10, no. 4 (September 21, 2015): 711–25. http://dx.doi.org/10.1108/ijoem-02-2012-0021.
Chang, Yoosoon, and Peter C. B. Phillips. "Time Series Regression with Mixtures of Integrated Processes." Econometric Theory 11, no. 5 (October 1995): 1033–94. http://dx.doi.org/10.1017/s0266466600009968.
Kasparis, Ioannis. "DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS." Econometric Theory 24, no. 5 (July 9, 2008): 1373–403. http://dx.doi.org/10.1017/s0266466608080547.
Mladenovic, Zorica. "Prakticni problemi kointegracione analize." Ekonomski anali 43, no. 155 (2002): 35–57. http://dx.doi.org/10.2298/eka0205035m.
Abbas, Ghulam, Roni Bhowmik, Laxmi Koju, and Shouyang Wang. "Cointegration and Causality Relationship Between Stock Market, Money Market and Foreign Exchange Market in Pakistan." Journal of Systems Science and Information 5, no. 1 (June 8, 2017): 1–20. http://dx.doi.org/10.21078/jssi-2017-001-20.
Blake, Nathan S., and Thomas B. Fomby. "Threshold Cointegration." International Economic Review 38, no. 3 (August 1997): 627. http://dx.doi.org/10.2307/2527284.
Hansen, Bruce E. "Heteroskedastic cointegration." Journal of Econometrics 54, no. 1-3 (October 1992): 139–58. http://dx.doi.org/10.1016/0304-4076(92)90103-x.
Osborn, Denise R. "Seasonal cointegration." Journal of Econometrics 55, no. 1-2 (January 1993): 299–303. http://dx.doi.org/10.1016/0304-4076(93)90017-y.
Lee, Hahn Shik. "Maximum likelihood inference on cointegration and seasonal cointegration." Journal of Econometrics 54, no. 1-3 (October 1992): 1–47. http://dx.doi.org/10.1016/0304-4076(92)90098-c.
Marmol, Francesc, Alvaro Escribano, and Felipe M. Aparicio. "INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION." Econometric Theory 18, no. 3 (May 15, 2002): 646–72. http://dx.doi.org/10.1017/s0266466602183046.
Kumar Soni, Tarun. "Cointegration, linear and nonlinear causality." Journal of Agribusiness in Developing and Emerging Economies 4, no. 2 (November 11, 2014): 157–71. http://dx.doi.org/10.1108/jadee-07-2012-0019.
Deszke, Klara-Dalma, and Liliana Duguleana. "COINTEGRATED-BASED FORECAST OF LONG-RUN RELATIONSHIPS." SERIES V - ECONOMIC SCIENCES 14(63), no. 1 (June 30, 2021): 153–68. http://dx.doi.org/10.31926/but.es.2021.14.63.1.16.
Lupekesa, Chipasha Salome Bwalya, Johannes Tshepiso Tsoku, and Lebotsa Daniel Metsileng. "Econometric Modelling of Financial Time Series." International Journal of Management, Entrepreneurship, Social Science and Humanities 5, no. 2 (December 30, 2022): 52–70. http://dx.doi.org/10.31098/ijmesh.v5i2.622.
Shankar, Shiv, and Pushpa Trivedi. "Evaluating the Long-run Sustainability of India’s Fiscal Management with Structural Change." Margin: The Journal of Applied Economic Research 16, no. 3-4 (August 2022): 367–91. http://dx.doi.org/10.1177/09738010231157457.
Jansson, Michael, and Niels Haldrup. "REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES." Econometric Theory 18, no. 6 (September 24, 2002): 1309–35. http://dx.doi.org/10.1017/s0266466602186026.
Kerdpitak, Chayanan. "Demand for Money Function in Case of Philippines: An Empirical Analysis." Research in World Economy 11, no. 1 (March 6, 2020): 220. http://dx.doi.org/10.5430/rwe.v11n1p220.