Concepedia

Do oil price asymmetric effects on the stock market persist in multiple time horizons?

Shupei Huang, Haizhong An, Xiangyun Gao, Xiaoqi Sun

Applied Energy · 2016 · 98 citations · 46 references

DOI

Concepts

References

46

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

, , +16

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

, , +6

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

, , +8

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

, , +9

Economic Forces and the Stock Market

Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations

, , +17