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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"CREATES research paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Cointegration
Estimation theory
239
Schätztheorie
239
Time series analysis
108
Zeitreihenanalyse
108
Estimation
51
Schätzung
51
Volatility
32
Volatilität
32
ARCH model
29
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29
Nichtparametrisches Verfahren
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Kointegration
27
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24
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Stochastic process
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Collection of articles written by one author
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27
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Johansen, Søren
4
Nielsen, Morten Ørregaard
3
Rahbek, Anders
2
Schweikert, Karsten
2
Banerjee, Anurag Narayan
1
Bohn Nielsen, Heino
1
Candelon, Bertrand
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Eliasson, Ann-Charlotte
1
Ericsson, Neil R.
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Haurin, Donald R.
1
Hubrich, Kirstin
1
Im, KyungSo
1
Jong, Robert M. de
1
Kristensen, Dennis
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Kuriyama, Nina
1
La Spada, Gabriele
1
Lasak, Katarzyna
1
Lee, Hyejin
1
Lee, Junsoo
1
Lieb, Lenard
1
Lillo, Fabrizio
1
Lu, Renjie
1
MacKinnon, James G.
1
Noriega-Muro, Antonio E.
1
Nyboe Tabor, Morten
1
Pitarakis, Jean-Yves
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Schmidt, Alexander
1
Seo, Byeongseon
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
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CREATES research paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
63
Econometric reviews
24
Econometric theory
24
Economics letters
18
Applied economics letters
17
Econometrics : open access journal
17
Economic modelling
15
Cowles Foundation discussion paper
13
Discussion paper / Tinbergen Institute
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The econometrics journal
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Applied economics
10
International journal of economics and financial issues : IJEFI
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Oxford bulletin of economics and statistics
8
Discussion papers / Department of Economics, University of Copenhagen
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of economics and finance
7
Journal of time series econometrics
7
Queen's Economics Department working paper
7
CESifo working papers
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
International journal of forecasting
6
Discussion papers of interdisciplinary research project 373
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International Journal of Energy Economics and Policy : IJEEP
5
Journal of macroeconomics
5
Working paper series
5
Working paper series / Department of Economics, University of Missouri-Columbia
5
Central European journal of economic modelling and econometrics
4
Computational economics
4
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
4
Journal of applied econometrics
4
Business and Economic Research : BER
3
Cahiers du Département d'Econométrie
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
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ECONIS (ZBW)
27
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1
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
2
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:
3
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
4
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
5
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:
6
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:
7
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:
8
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
9
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
10
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico
;
Łasak, Katarzyna
-
2014
Persistent link: https://www.econbiz.de/10010350966
Saved in:
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