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person:"Huber, Martin"
subject:"Germany"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Camponovo, Lorenzo"
~person:"Johansen, Søren"
~person:"Nielsen, Morten Ørregaard"
~person:"Runde, Ralf"
~subject:"Time series analysis"
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Germany
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1960-1992
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Huber, Martin
Camponovo, Lorenzo
Johansen, Søren
Nielsen, Morten Ørregaard
Runde, Ralf
Phillips, Peter C. B.
11
Taylor, Robert
9
Linton, Oliver
8
Leybourne, Stephen James
7
Li, Jia
6
Todorov, Viktor
6
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5
Chen, Xiaohong
5
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5
Kim, Donggyu
5
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5
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5
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5
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5
Zhu, Ke
5
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4
Francq, Christian
4
Harvey, David I.
4
Koopman, Siem Jan
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Li, Qi
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Ng, Serena
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Sun, Yixiao
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Baltagi, Badi H.
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Journal of econometrics
CREATES research paper
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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1
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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2
An asymptotic invariance property of the common trends under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 310-315
Persistent link: https://www.econbiz.de/10010256144
Saved in:
3
Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren
;
Lange, Theis
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 285-288
Persistent link: https://www.econbiz.de/10010255147
Saved in:
4
Likelihood analysis of seasonal cointegration
Johansen, Søren
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 301-339
Persistent link: https://www.econbiz.de/10001252782
Saved in:
5
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
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