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source:"econis"
~isPartOf:"CESifo working papers"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The econometrics journal"
~subject:"Kointegration"
~type:"article"
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Search: subject_exact:"Time series analysis"
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Kointegration
Time series analysis
128
Zeitreihenanalyse
128
Theorie
58
Theory
58
Estimation theory
40
Schätztheorie
40
Estimation
23
Schätzung
23
Stochastic process
20
Stochastischer Prozess
20
Volatility
20
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12
Prognoseverfahren
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Cointegration
11
Einheitswurzeltest
11
Statistical test
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Statistischer Test
11
Unit root test
11
Capital income
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10
Autocorrelation
9
Autokorrelation
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State space model
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Nichtparametrisches Verfahren
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Nonlinear regression
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Regression analysis
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Regressionsanalyse
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Statistical distribution
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Factor analysis
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Casoli, Chiara
1
Chambers, Marcus J.
1
Choi, In
1
Cubadda, Gianluca
1
Guo, Zheng-feng
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Harris, David
1
Jach, Agnieszka
1
Johansen, Søren
1
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1
Lee, Sangmin
1
Lucchetti, Riccardo
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Mazzali, Marco
1
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1
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1
Nielsen, Bent
1
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1
Perron, Pierre
1
Poskitt, Donald Stephen
1
Rodríguez, Gabriel
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CESifo working papers
International journal of theoretical and applied finance
The econometrics journal
Journal of econometrics
56
Economic modelling
41
Applied economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Applied economics letters
28
International Journal of Energy Economics and Policy : IJEEP
27
Economics letters
25
Energy economics
24
Econometric theory
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Econometric reviews
21
The empirical economics letters : a monthly international journal of economics
21
International journal of economics and financial issues : IJEFI
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrics : open access journal
17
Modern economy
12
Business and Economic Research : BER
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of economic surveys
11
Journal of macroeconomics
10
The North American journal of economics and finance : a journal of financial economics studies
10
CBN journal of applied statistics
9
Cogent economics & finance
9
International journal of economics and finance
9
Oxford bulletin of economics and statistics
9
Research in international business and finance
9
Computational economics
8
Economies : open access journal
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International review of economics & finance : IREF
8
Journal of time series econometrics
8
Tourism economics : the business and finance of tourism and recreation
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7
International journal of finance & economics : IJFE
7
Journal of applied econometrics
7
Journal of banking & finance
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Journal of forecasting
7
Panoeconomicus
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
2
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
Casoli, Chiara
;
Lucchetti, Riccardo
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 494-514
Persistent link: https://www.econbiz.de/10013253846
Saved in:
3
Testing collinearity of vector time series
McElroy, Tucker
;
Jach, Agnieszka
- In:
The econometrics journal
22
(
2019
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10012166700
Saved in:
4
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
5
Pairs trading of two assets with uncertainty in co-integration's level of mean reversion
Lee, Sangmin
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
Saved in:
6
Common breaks in time trends for large panel data with a factor structure
Kim, Dukpa
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 301-337
Persistent link: https://www.econbiz.de/10010498717
Saved in:
7
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
Saved in:
8
Cointegration and sampling frequency
Chambers, Marcus J.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 156-185
Persistent link: https://www.econbiz.de/10009381884
Saved in:
9
Determination of cointegrating rank in partially non-stationary processes vis a generalised von-Neumann criterion
Harris, David
;
Poskitt, Donald Stephen
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 191-217
Persistent link: https://www.econbiz.de/10002122071
Saved in:
10
Testing linearity in cointegrating transition regressions
Choi, In
;
Saikkonen, Pentti
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 341-365
Persistent link: https://www.econbiz.de/10002463466
Saved in:
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