More time series forecasting methods were researched and made available in recent
years. This is mainly due to the emergence of machine learning methods which also
found applicability in time series forecasting. The ...
This study estimates cointegration models by applying the Engle-Granger (1989) two-step estimation procedure, the Phillip-Ouliaris (1990) residual-based test and Johansen’s multivariate
technique. The cointegration ...