Equity issues and aggregate market returns under information asymmetry (Q5746763): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/14697688.2012.717178
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+W1968973023
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@@ Property / cites work @@
+A new look at the statistical model identification
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+Forecasting and testing in co-integrated systems
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+Optimal Inference in Regression Models with Nearly Integrated Regressors
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5746763