Pages that link to "Item:Q4720635"
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The following pages link to Co-Integration and Error Correction: Representation, Estimation, and Testing (Q4720635):
Displaying 50 items.
- An empirical study on causal relationship between real effective exchange rate and foreign portfolio investment in Vietnam (Q2086228) (← links)
- Financial stress, regime switching and macrodynamics (Q2097867) (← links)
- Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds (Q2140874) (← links)
- Cointegration in large VARs (Q2148991) (← links)
- Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach (Q2150872) (← links)
- The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists (Q2150929) (← links)
- Directed acyclic graph based information shares for price discovery (Q2152334) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- Do both demand-following and supply-leading theories hold true in developing countries? (Q2155077) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 index (Q2163662) (← links)
- Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
- Exploring the impact of air pollution on COVID-19 admitted cases. Evidence from vector error correction model (VECM) approach in explaining the relationship between air pollutants towards COVID-19 cases in Kuwait (Q2166054) (← links)
- The relationship between China's real estate market and industrial metals futures market: evidence from non-price measures of the real estate market (Q2166068) (← links)
- Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Foreign direct investments, renewable electricity output, and ecological footprints: do financial globalization facilitate renewable energy transition and environmental welfare in Bangladesh? (Q2172531) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
- A survey of exogeneity in vector error correction models (Q2197390) (← links)
- Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
- Time-varying lag cointegration (Q2226301) (← links)
- On transformed linear cointegration models (Q2226956) (← links)
- Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
- Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
- Revealing pairs-trading opportunities with long short-term memory networks (Q2239926) (← links)
- Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment (Q2241057) (← links)
- Long memory and crude oil's price predictability (Q2241099) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
- Spline estimation of functional coefficient regression models for time series with correlated errors (Q2251711) (← links)
- Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- An alternative approach to monetary aggregation in DEA (Q2267679) (← links)
- An alternative procedure to test for cointegration in STAR models (Q2270462) (← links)
- Editorial: Econometric models of climate change: introduction by the guest editors (Q2280591) (← links)
- Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures (Q2280606) (← links)
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
- Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- A robust procedure to build dynamic factor models with cluster structure (Q2305973) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601) (← links)
- Testing for no-cointegration under time-varying variance (Q2315402) (← links)
- Long-term prediction of time series based on stepwise linear division algorithm and time-variant zonary fuzzy information granules (Q2330027) (← links)
- On the Markov switching welfare cost of inflation (Q2338537) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
- Scale space multiresolution correlation analysis for time series data (Q2358916) (← links)
