Concepedia

Are stock and real estate markets integrated? An empirical study of six Asian economies

Tsoyu Calvin Lin, Zong-Han Lin

Pacific-Basin Finance Journal · 2011 · 88 citations · 23 references

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Concepts

References

23

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Statistical analysis of cointegration vectors

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MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

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Macroeconomics and Reality

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Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.6K citations

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