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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~person:"Johansen, Søren"
~person:"Rahbek, Anders"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
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Estimation theory
Prognoseverfahren
Regressionsanalyse
Schätztheorie
14
Time series analysis
7
Zeitreihenanalyse
7
Cointegration
6
Kointegration
6
ARCH model
2
ARCH-Modell
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Robust statistics
2
Robustes Verfahren
2
VAR model
2
VAR-Modell
2
1-step Huber-skip
1
1965-2008
1
Abstract, Exact rational expectations
1
Adjustment coefficients
1
Analysis of variance
1
Außenwirtschaftstheorie
1
Chebychev estimator
1
Cointegrated VAR model
1
Einheitswurzeltest
1
Hedging
1
International economics
1
Kleinste-Quadrate-Methode
1
LMS
1
LTS
1
Least squares estimator
1
Least squares method
1
Modellierung
1
Non-stationarity
1
Normal distribution
1
Private consumption
1
Privater Konsum
1
Rational expectations
1
Rationale Erwartung
1
Reduced rank regression
1
Regression
1
Regression analysis
1
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14
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14
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14
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14
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English
14
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Johansen, Søren
Rahbek, Anders
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Kristensen, Dennis
8
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Hillebrand, Eric
4
Lunde, Asger
4
MacKinnon, James G.
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Kouassi, Eugène
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
Parra-Alvarez, Juan Carlos
3
Posch, Olaf
3
Proietti, Tommaso
3
Ravishanker, Nalini
3
Rossi, Eduardo
3
Sibbertsen, Philipp
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Yang, Yukai
3
Banerjee, Anurag Narayan
2
Barndorff-Nielsen, Ole E.
2
Berenguer-Rico, Vanessa
2
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Journal of forecasting
CREATES research paper
Discussion papers / Department of Economics, University of Copenhagen
20
Econometric theory
8
Journal of econometrics
7
EUI working paper / ECO
5
Econometrics : open access journal
4
Department of Economics discussion paper series / University of Oxford
3
Discussion papers / Institute of Economics, University of Copenhagen
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics discussion papers
3
Queen's Economics Department working paper
3
Advanced texts in econometrics
2
CREATES Research Paper
2
Econometric reviews
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Univ. of Copenhagen Dept. of Economics Discussion Paper
2
Contemporary economics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
New directions in macromodelling
1
Testing integration and cointegration
1
The economic journal : the journal of the Royal Economic Society
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
University of Copenhagen Department of Economics Discussion Papers
1
Working paper
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Working papers in economics and econometrics
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ECONIS (ZBW)
14
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
2
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
3
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
4
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
5
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
6
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
7
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
8
Multivariate variance targeting in the BEKK-GARCH Model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2012
Persistent link: https://www.econbiz.de/10009667363
Saved in:
9
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
10
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009377349
Saved in:
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