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

@@ Property / cites work @@
+A new look at the statistical model identification
+Normal rank
@@ Property / cites work @@
+Forecasting and testing in co-integrated systems
@@ Property / cites work: Forecasting and testing in co-integrated systems / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Regression Models with Nearly Integrated Regressors
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
+Normal rank
@@ Property / cites work @@
+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?
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank