Tests of Joint Hypotheses for Time Series Regression with a Unit Root
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Cited by:
- Mehmet Balcilar & Godwin Oluseye Olasehinde-Williams & Muhammad Shahbaz, 2019.
"Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan,"
International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 12(3), pages 233-247.
- Mehmet Balcilar & Godwin Olasehinde-Williams & Muhammad Shahbaz, 2018. "Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan," Working Papers 15-39, Eastern Mediterranean University, Department of Economics.
- King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W., 1991.
"Stochastic Trends and Economic Fluctuations,"
American Economic Review, American Economic Association, vol. 81(4), pages 819-840, September.
- Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1987. "Stochastic Trends and Economic Fluctuations," NBER Working Papers 2229, National Bureau of Economic Research, Inc.
- Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson, 1991. "Stochastic trends and economic fluctuations," Working Paper Series, Macroeconomic Issues 91-4, Federal Reserve Bank of Chicago.
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Time Series ; Mathematical Analysis ; Theory ; Testing;All these keywords.
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