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Forward versus reverse regression and cointegration

✍ Scribed by Christina Christou; Nikitas Pittis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Cointegration and forward and spot excha

✍ Eric Zivot 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 232 KB

Cointegration versus least squares regre

✍ Nada Kulendran; Stephen F. Witt 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 190 KB

Reverse versus forward recall of script-

✍ R. Edward Geiselman; Robin Callot 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 268 KB

TESTING FOR UNIT ROOTS USING FORWARD AND

✍ S. J. Leybourne 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 911 KB

Spurious regressions and residual-based

✍ In Choi 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 444 KB

Miller and Modigliani, Predictive Return

✍ Piergiorgio Alessandri; Donald Robertson; Stephen Wright 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 642 KB