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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"CREATES research paper"
~subject:"Statistical test"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Cointegration
Statistical test
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
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Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
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Nichtlineare Regression
6
Nonlinear regression
6
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6
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25
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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
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Johansen, Søren
4
Nielsen, Morten Ørregaard
4
Teräsvirta, Timo
4
Kristensen, Dennis
3
Caner, Mehmet
2
Cattaneo, Matias D.
2
Crump, Richard K.
2
Jansson, Michael
2
Kock, Anders Bredahl
2
Rahbek, Anders
2
Seong, Dakyung
2
Bohn Nielsen, Heino
1
Bugni, Federico A.
1
Callot, Laurent
1
Carlini, Federico
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Demetrescu, Matei
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Hubrich, Kirstin
1
Iacone, Fabrizio
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lahiri, Soumendra
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Nyboe Tabor, Morten
1
Riquelme, Juan Andres
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Silvennoinen, Annastiina
1
Swensen, Anders Rygh
1
Taylor, Robert
1
Varneskov, Rasmus Tangsgaard
1
Velasco, Carlos
1
Yang, Yukai
1
Łasak, Katarzyna
1
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CREATES research paper
Journal of econometrics
200
Econometric reviews
77
Econometric theory
65
Economics letters
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
CEMMAP working papers / Centre for Microdata Methods and Practice
46
The econometrics journal
45
Cowles Foundation discussion paper
40
Econometrics : open access journal
35
Applied economics letters
29
Economic modelling
28
Discussion paper / Tinbergen Institute
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
21
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Quantitative economics : QE ; journal of the Econometric Society
18
Applied economics
14
Discussion paper / Center for Economic Research, Tilburg University
14
Journal of the American Statistical Association : JASA
14
Journal of time series econometrics
14
Discussion papers of interdisciplinary research project 373
13
Working paper
13
International journal of forecasting
12
Oxford bulletin of economics and statistics
12
CEMFI working paper
11
CESifo working papers
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Journal of applied econometrics
11
Computational economics
10
Discussion papers / Department of Economics, University of Copenhagen
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of economics and financial issues : IJEFI
10
Cambridge working papers in economics
9
Discussion paper series / IZA
9
Journal of financial econometrics
9
Working paper series / Department of Economics, University of Missouri-Columbia
9
ECARES working paper
8
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ECONIS (ZBW)
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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
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
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
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
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
Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2016
Persistent link: https://www.econbiz.de/10011474717
Saved in:
10
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
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