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~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Unit root test"
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Cointegration
Unit root test
Schätzung
130
Estimation
129
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90
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88
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71
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70
USA
66
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65
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64
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fractional integration
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Caporale, Guglielmo Maria
Narayan, Paresh Kumar
109
Chang, Tsangyao
100
Gil-Alaña, Luis A.
78
Phillips, Peter C. B.
60
Bahmani-Oskooee, Mohsen
59
Westerlund, Joakim
57
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53
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51
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51
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50
Wagner, Martin
47
Su, Chi-Wei
40
Narayan, Seema
38
Taylor, Robert
36
Jusélius, Katarina
35
Tiwari, Aviral Kumar
33
Shahbaz, Muhammad
29
Nielsen, Bent
28
Banerjee, Anindya
27
Herzer, Dierk
27
Kunst, Robert M.
26
Lütkepohl, Helmut
26
Cook, Steven
25
Rahbek, Anders
25
Apergēs, Nikolaos
24
Chang, Hsu-Ling
24
Pesaran, M. Hashem
24
Rault, Christophe
24
Österholm, Pär
24
Haldrup, Niels
23
Lee, Junsoo
23
Omay, Tolga
23
Panagiōtidēs, Theodōros
23
Trenkler, Carsten
23
Harvey, David I.
22
Kurozumi, Eiji
22
Lee, Chien-chiang
22
Otero, Jesús G.
22
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21
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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ECONIS (ZBW)
76
RePEc
1
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1
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
2
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
3
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
4
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
5
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
7
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
8
Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria
;
You, Kefei
-
2017
Persistent link: https://www.econbiz.de/10011656668
Saved in:
9
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
10
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
Saved in:
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