Volume 158; Issue 1

Journal of Econometrics

Volume 158; Issue 1
1

Twenty years of cointegration

H. Peter Boswijk, Philip Hans Franses, Dick van Dijk
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 168 KB
english, 2010
2

Some thoughts on the development of cointegration

Clive W.J. Granger
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 242 KB
english, 2010
7

Likelihood based testing for no fractional cointegration

Katarzyna Łasak
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 447 KB
english, 2010
8

Likelihood-based inference for cointegration with nonlinear error-correction

Dennis Kristensen, Anders Rahbek
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 785 KB
english, 2010
9

Modelling and measuring price discovery in commodity markets

Isabel Figuerola-Ferretti, Jesús Gonzalo
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 2.54 MB
english, 2010
12

Speed of adjustment in cointegrated systems

Luca Fanelli, Paolo Paruolo
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 601 KB
english, 2010
13

Averaging estimators for autoregressions with a near unit root

Bruce E. Hansen
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 696 KB
english, 2010
14

Cointegration in a historical perspective

H. Peter Boswijk, Philip Hans Franses, Dick van Dijk
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 290 KB
english, 2010
15

A spatio-temporal model of house prices in the USA

Sean Holly, M. Hashem Pesaran, Takashi Yamagata
Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 1018 KB
english, 2010
16

Editorial Board

Journal:
Journal of Econometrics
Year:
2010
Language:
english
File:
PDF, 107 KB
english, 2010