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Interdependence of stock markets: evidence from Europe during the 1920s and 1930s
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
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A Primer on Cointegration with an Application to Money and Income
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Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order
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MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
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A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1
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PRACTITIONERS' CORNER Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing
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Common Stochastic Trends in a System of Exchange Rates
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Determining the Order of Differencing in Autoregressive Processes
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Tests for Unit Roots: A Monte Carlo Investigation
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Determining the Order of Differencing in Autoregressive Processes
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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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Tests For Unit Roots: A Monte Carlo Investigation
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Socialist Economies and the Transition to the Market
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Incoming claims: where this work appears in other papers’ reference lists and arguments.
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