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language:"eng"
~person:"Johansen, Søren"
~person:"Rahbek, Anders"
~person:"Ramírez, Miguel D."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Kointegrationsanalyse"
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Johansen, Søren
Rahbek, Anders
Ramírez, Miguel D.
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85
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66
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65
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ECONIS (ZBW)
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31
Are foreign and public investment spending productive in the Argentine case? : a single break unit root and cointegration analysis, 1960 - 2010
Ramírez, Miguel D.
- In:
Modern economy
3
(
2012
)
6
,
pp. 726-737
Persistent link: https://www.econbiz.de/10009720483
Saved in:
32
Is foreign direct investment productive in the Latin America case? : a panel co-integration analysis, 1980 - 2002
Ramírez, Miguel D.
- In:
The International trade journal
25
(
2011
)
1
,
pp. 35-73
Persistent link: https://www.econbiz.de/10009009148
Saved in:
33
An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
Saved in:
34
Foreign direct investment and its determinants in the Chilean case : single break unit root and cointegration analysis
Ramírez, Miguel D.
- In:
Applied econometrics and international development
11
(
2011
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10009711062
Saved in:
35
Are foreign and public capital productive in the Mexican case? : a panel unit root and panel cointegration analysis
Ramírez, Miguel D.
- In:
Eastern economic journal
36
(
2010
)
1
,
pp. 70-87
Persistent link: https://www.econbiz.de/10003932551
Saved in:
36
Cointegration rank testing under conditional heteroskedasticity
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1719-1760
Persistent link: https://www.econbiz.de/10008738343
Saved in:
37
Likelihood-based inference for cointegration with nonlinear error-correction
Kristensen, Dennis
;
Rahbek, Anders
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 78-94
Persistent link: https://www.econbiz.de/10008826874
Saved in:
38
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
39
Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
Saved in:
40
Representation of cointegrated autoregressive processes with application to fractional processes
Johansen, Søren
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 121-145
Persistent link: https://www.econbiz.de/10003800708
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