✦ LIBER ✦

Testing for Unit Roots in Market Shares*

✍ Scribed by Philip Hans Franses; Shuba Srinivasan; Peter Boswijk

Book ID: 110310151
Publisher: Springer US
Year: 2001
Tongue: English
Weight: 98 KB
Volume: 12
Category: Article
ISSN: 0923-0645
DOI: 10.1023/a:1012276406686

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for unit root bilinearity in the

Testing for unit root bilinearity in the Brazilian stock market

✍ Benjamin M. Tabak 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 153 KB

Testing for Unit Roots in Monthly Time S

Testing for Unit Roots in Monthly Time Series

✍ A. M. Robert Taylor 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 319 KB

Testing for Unit Roots and Non-linear Tr

Testing for Unit Roots and Non-linear Transformations

✍ Philip Hans Franses; Michael McAleer 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 209 KB

A time series approach to testing for ma

A time series approach to testing for market linkage: Unit root and cointegration tests

✍ George H. K. Wang; Jot Yau 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 920 KB

The authors are grateful to Mark J. Powers, the editor, and two anonymous referees for their helpful comments and suggestions. Valuable comments on earlier versions from Thomas Schwarz and Fumi Quong are also greatly appreciated. The views stated in this article are those of the authors and do not n

On testing for unit roots and the initia

On testing for unit roots and the initial observation

✍ David I. Harvey; Stephen J. Leybourne 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 378 KB

Testing for unit roots in panel data usi

Testing for unit roots in panel data using a GMM approach

✍ Jörg Breitung 📂 Article 📅 1997 🏛 Springer-Verlag 🌐 English ⚖ 509 KB