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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~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
302
Schätztheorie
302
Time series analysis
123
Zeitreihenanalyse
123
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Estimation
56
Schätzung
56
Regression analysis
34
Regressionsanalyse
34
Theorie
34
Theory
34
Forecasting model
29
Prognoseverfahren
29
Panel
28
Panel study
28
Kointegration
25
Bayes-Statistik
23
Bayesian inference
23
Statistical test
23
Statistischer Test
23
Volatility
20
Volatilität
20
Stochastic process
19
Stochastischer Prozess
19
Bootstrap approach
18
Bootstrap-Verfahren
18
VAR model
18
VAR-Modell
18
ARCH model
15
ARCH-Modell
15
Induktive Statistik
15
Statistical inference
15
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Factor analysis
11
Method of moments
11
Momentenmethode
11
USA
11
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24
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25
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Collection of articles written by one author
Article in journal
Working Paper
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
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English
25
Author
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Gao, Jiti
8
Johansen, Søren
4
Dong, Chaohua
3
Nielsen, Morten Ørregaard
3
Cai, Biqing
2
Peng, Bin
2
Rahbek, Anders
2
Tjostheim, Dag
2
Yin, Jiying
2
Athanasopoulos, George
1
Bohn Nielsen, Heino
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Donga, Chaohua
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Hubrich, Kirstin
1
Inder, Brett A.
1
Juodis, Artūras
1
Karavias, Yiannis
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
Li, Degui
1
MacKinnon, James G.
1
Nyboe Tabor, Morten
1
Phillips, C. B.
1
Phillips, Peter C. B.
1
Poskitt, Donald Stephen
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Sarafidis, Vasilis
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Strachan, Rodney W.
1
Swensen, Anders Rygh
1
Teräsvirta, Timo
1
Tu, Yundong
1
Vahid, Farshid
1
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CREATES research paper
Working paper / Department of Econometrics and Business Statistics, Monash University
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The econometrics journal
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)
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1
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
3
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:
4
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:
5
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
6
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:
7
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:
8
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:
9
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2016
-
Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
Saved in:
10
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
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