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A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (JSPI 2002)
Article data -  +
Article data type Time series
Article data used 2 monthly data sets one on stock market dividends and prices  + , and the other on US wages and prices  +
Article edition 2
Article journal [[:Category:JSPI|JSPI]]
Article methods and estimation unit root type tests
Article origin of data used USA
Article pages 399 - 410
Article program code 0 - not available online  +
Article readme 0 - not available online  +
Article software used S
Article year 2002
Articleauthors H.D. Vinod +
Articlejel - +
Articlekeywords -  +
DOI [http://dx.doi.org/10.1016/S0378-3758(01)00147-1 10.1016/S0378-3758(01)00147-1]  +
EconPapers/RePEc -  +
IDEAS/RePEc -  +
Replication JEL codes -
Replication authors Jennifer Lee
Replication authors statement -  +
Replication call into question -  +
Replication edition 4 (2)
Replication journal [[:Category:IJEB|IJEB]]
Replication keywords -  +
Replication pages -
Replication raw data 2 - raw data can be used to replicate a dataset that is not substantially different from the final dataset used for the publication  +
Replication result 4 - partially successful  +
Replication type 3 - reproduction (new methods)  +
Replication year 2005
Categories Replicated study  + , JSPI 2002 (2)  +
Modification dateThis property is a special property in this wiki. 16 April 2015 20:22:14  +
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