Further curiosa in 'spurious' cointegration

Cointergration and speed of convergence to equilibrium

Pesaran, M.H.
Shin, Y
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9311) / BLDSC - B...

Co-fluctuations

Imbs, J.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

Available from British Library Document Supply Centre-DSC:3597.9512(2267) / BLDSC - British Library ...

Conciliation procedure

Institution of Civil Engineers, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:f99/3432 / BLDSC - British Library Do...

Cointegration representation, identification and estimation

Hunter, J.
Dislis, C.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(BU-CERF-DEF-DP--96-15) / BL...

Cointegration and error correction mechanisms

Hylleberg, S.
Mizon, G.E
Southampton Univ. (United Kingdom). Dept. of Economics

January 1988

Rev. edAvailable from British Library Document Supply Centre- DSC:3597.937(8811) / BLDSC - British L...

Markov cointegration

Psaradakis, Z.
Spagnolog, F.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(14/99) / BLDSC - British Li...

Technological difussion, convergence and growth

Barro, R.J.
Sala-i-Martin, X
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1255) / BLDSC - B...

Unravelling countertransference Three case histories from literature

Wright, L.J.

January 1996

Available from British Library Document Supply Centre-DSC:DXN007857 / BLDSC - British Library Docume...

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

On the distribution of tests for cointegration rank

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(133) / BLDSC - British Libra...

A cointegration analysis of US interest rates

Kanioura, A.
Sheffield Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.84456(no 2001/03) / BLDSC - Brit...

Structural relations, cointegration and identification Some simple results and their application

Davidson, J.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:081) / BLDSC - British ...

On the estimation of cointegration models

Al-Balaa, Norah Rashid

January 1999

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:DX2212...

Analysing cointegrated systems using the MP inverse

Burke, S
Reading Univ. (United Kingdom). Centre for Quantitative Economics and Computing

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9498(38) / BLDSC - British Libr...

Mergers and excess deposits Some evidence for the UK

Clarke, R.
Ioannidis, C.
Cardiff Business School (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17078(95:011) / BLDSC - British ...

Cointergration and speed of convergence to equilibrium

Pesaran, M.H.
Shin, Y
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9311) / BLDSC - B...

Co-fluctuations

Imbs, J.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

Available from British Library Document Supply Centre-DSC:3597.9512(2267) / BLDSC - British Library ...

Conciliation procedure

Institution of Civil Engineers, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:f99/3432 / BLDSC - British Library Do...

Cointegration representation, identification and estimation

Hunter, J.
Dislis, C.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(BU-CERF-DEF-DP--96-15) / BL...

Cointegration and error correction mechanisms

Hylleberg, S.
Mizon, G.E
Southampton Univ. (United Kingdom). Dept. of Economics

January 1988

Rev. edAvailable from British Library Document Supply Centre- DSC:3597.937(8811) / BLDSC - British L...

Markov cointegration

Psaradakis, Z.
Spagnolog, F.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(14/99) / BLDSC - British Li...

Technological difussion, convergence and growth

Barro, R.J.
Sala-i-Martin, X
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1255) / BLDSC - B...

Unravelling countertransference Three case histories from literature

Wright, L.J.

January 1996

Available from British Library Document Supply Centre-DSC:DXN007857 / BLDSC - British Library Docume...

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

On the distribution of tests for cointegration rank

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(133) / BLDSC - British Libra...

A cointegration analysis of US interest rates

Kanioura, A.
Sheffield Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.84456(no 2001/03) / BLDSC - Brit...

Structural relations, cointegration and identification Some simple results and their application

Davidson, J.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:081) / BLDSC - British ...

On the estimation of cointegration models

Al-Balaa, Norah Rashid

January 1999

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:DX2212...

Analysing cointegrated systems using the MP inverse

Burke, S
Reading Univ. (United Kingdom). Centre for Quantitative Economics and Computing

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9498(38) / BLDSC - British Libr...

Mergers and excess deposits Some evidence for the UK

Clarke, R.
Ioannidis, C.
Cardiff Business School (United Kingdom)

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17078(95:011) / BLDSC - British ...

Cointergration and speed of convergence to equilibrium

Pesaran, M.H.
Shin, Y
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9311) / BLDSC - B...

Co-fluctuations

Imbs, J.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

Available from British Library Document Supply Centre-DSC:3597.9512(2267) / BLDSC - British Library ...

Conciliation procedure

Institution of Civil Engineers, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:f99/3432 / BLDSC - British Library Do...

Further curiosa in 'spurious' cointegration

Abstract

Extracted data

Further curiosa in 'spurious' cointegration

Abstract

Extracted data

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