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Results of Johansen cointegration tests.

Figshare2017-07-21 更新2026-04-29 收录

金融计量分析

时间序列协整检验

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Results of Johansen cointegration tests.

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2017-07-21

时间序列协整检验

近整合数据模型

Testing theories about political change requires analysts to make assumptions about the memory of their time series. Applied analyses are often based on inferences that time series are integrated and

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An investigation into the ability of the reverse yield gap to forecast inflation and economic growth in South Africa

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An investigation into the ability of the reverse yield gap to forecast inflation and economic growth in South Africa

Digital Science - Figshare2026-03-27 更新40

Results of panel unit root test (PURT) and panel co-integration test (PCIT) of CCI and AESI.

面板数据计量分析

时间序列协整检验

Results of panel unit root test (PURT) and panel co-integration test (PCIT) of CCI and AESI.

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Replication Data for: Systematic Skewness and Stock Returns

股票收益预测

金融计量分析

This entry contains the replication code for the tables and figures contained in the paper "Systematic Skewness and Stock Returns."

Harvard Dataverse2024-04-04 更新40

Probit regressions between banking model and the individual explanatory variables.

金融计量分析

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Probit regressions between banking model and the individual explanatory variables.

NIAID Data Ecosystem40

Results of Johansen cointegration tests.

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