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Are the Arab Maghreb countries really integratable?
16 references·2 citing·34 second hop
Are the Arab Maghreb countries really integratable? (2002)Are the Arab Maghreb countries really int…Using Cointegration Analysis in Econometric Modelling (1995)Using Cointegration Analysis …Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Volatility and Links between National Stock Markets (1994)Volatility and Links between …Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Finance, entrepreneurship and growth (1993)Finance, entrepreneurship and…Comparisons of tests for multivariate cointegration (1992)Comparisons of tests for mult…Common stochastic trends in international stock markets (1992)Common stochastic trends in i…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Cointegration: how short is the long run? (1991)Cointegration: how short is t…Volatiltiy and Links Between National Stock Markets (1990)Volatiltiy and Links Between …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Money and Capital in Economic Development. (1974)Money and Capital in Economic…Money and Capital in Economic Development (1974)Money and Capital in Economic…MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008 (2015)MENA stock market volatility …Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions (2014)Value-at-Risk analysis in the…Aid, Policies, and GrowthA Contribution to the Theory of Economic Growth (1956)On the mechanics of economic development (1988)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)Bank regulation and supervision: what works best? (2003)The Theory of Economic Development (2003)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Spurious regression and residual-based tests for cointegration in panel data (1999)On the estimation and inference of a cointegrated regression in panel data (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The econometrics of financial markets (1996)Country spreads and emerging countries: Who drives whom? (2005)Stock prices and exchange rate dynamics (2005)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Forecasting Economic Time Series (2000)Tourism as a long-run economic growth factor: the Spanish case (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A PANIC Attack on Unit Roots and Cointegration (2004)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Realized Variance and Market Microstructure Noise (2006)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)CO2 emissions, energy consumption, and output in France (2007)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Bounds testing approaches to the analysis of level relationships (2001)
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References

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582 cited
  • 1991Cointegration: how short is the long run?564 cited
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    • 2015MENA stock market volatility persistence: Evidence before and after the financial crisis of 200829 cited
    • 2014Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions24 cited