Reference health
Joint modeling of cointegration and conditional heteroscedasticity with applications
4 of 32 checkable references need attention · checked 2026-08-09
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/2290020
does not resolve to a known work10.2307/2325743
does not resolve to a known work10.2307/2328489
does not resolve to a known work10.2307/2289470
The 28 checked references that resolve
resolves10.2307/2978672
The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and Japan
resolves10.1016/0261-5606(91)90009-9
The search for equilibrium relationships in international finance: the case of the monetary model
resolves10.1093/0198288107.001.0001
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
resolves10.1016/0261-5606(96)00007-1
Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1016/0304-4076(81)90079-8
Some properties of time series data and their use in econometric model specification
resolves10.2307/2938278
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
resolves10.1093/biomet/88.4.1135
Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity
resolves10.1214/aos/1030563979
Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors
resolves10.1081/ETC-120020462
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
resolves10.2307/3867378
The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting
resolves10.1111/j.1467-9892.1992.tb00099.x
MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING‐AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT
resolves10.2307/2291150
Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model
The 6 references without a DOI — listed, not checked
no DOI — not checkedGranger, C. W. J. and Morgenstern, O. (1970).Predictability of Stock Market Price, Lexington Books, Lexington, Massachusetts.
no DOI — not checkedHansen, H. and Juselius, K. (1995). CATS in RATS, Estima, Evanston, Illinois.
no DOI — not checkedJohansen, S. (1996).Likelihood-based Inference in Cointegrated Vector Autoregressive Models, Oxford University Press, New York.
no DOI — not checkedLevy, H. and Samat, M. (1970). International diversification of investment portfolios,American Economic Review,60, 668–675.
no DOI — not checkedLing, S. and Deng, W. C. (1993). Parametric estimate of multivariate autoregressive models with conditional heteroscovariance matrix errors,Acta Mathematicae Applicitae Sinica,16, 517–533.
no DOI — not checkedSin, C. and Ling, S. (2004). Estimation and testing for partially nonstationary vector autoregressive models with GARCH (submitted).
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