Concepedia

Institutional Investors, Trade Linkage, Macroeconomic Similarities, and Contagion of the Thai Crisis

Yung Chul Park, Chi-Young Song

Journal of the Japanese and International Economies · 2001 · 21 citations · 24 references

DOI

Concepts

References

24

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

, , +13

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Søren Johansen · Econometrica · 1991 · 11.2K citations

, , +14

Introduction to Multivariate Statistical Analysis.

William G. Madow, T. W. Anderson · American Mathematical Monthly · 1959 · 3.9K citations

, , +9

Critical Values for Cointegration Tests

James G. MacKinnon · AgEcon Search (University of Minnesota, USA) · 2010 · 2.6K citations · Full text

, , +7

Time‐Varying World Market Integration

Geert Bekaert, Campbell R. Harvey · The Journal of Finance · 1995 · 2.1K citations · Full text

, , +16