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Entrepreneurship, small and medium size business markets and European economic integration
16 references·0 citing·24 second hop
Entrepreneurship, small and medium size business markets and European economic integration (2005)Entrepreneurship, small and medium size b…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…The structure of interdependence in international stock markets (2003)The structure of interdepende…Stock market linkages: Evidence from Latin America (2002)Stock market linkages: Eviden…Financial market integration in Europe: on the effects of EMU on stock markets (2002)Financial market integration …Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies (2000)Mean Reversion across Nationa…Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)International stock market li…Common Volatility in International Equity Markets (1993)Common Volatility in Internat…A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…International Transmission of Stock Market Movements (1989)International Transmission of…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Common stochastic trends in international stock markets (1992)A New Approach to Measuring Financial Contagion (2003)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Estimating long-run relationships from dynamic heterogeneous panels (1995)The behavior of real exchange rates during the post-Bretton Woods period (1998)Tourism expansion and economic development: The case of Taiwan (2005)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.925 cited
  • 1993International stock market linkages: Evidence from the pre- and post-October 1987 period561 cited
  • 2002Stock market linkages: Evidence from Latin America421 cited
  • 2003The structure of interdependence in international stock markets413 cited
  • 2002Financial market integration in Europe: on the effects of EMU on stock markets379 cited

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2000
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies
358 cited
  • 1993Common Volatility in International Equity Markets285 cited
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