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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"CREATES research paper"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Cointegration
United States
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
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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22
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Book / Working Paper
22
Type of publication (narrower categories)
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Collection of articles written by one author
Article in journal
Working Paper
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Language
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English
22
Author
All
Johansen, Søren
4
Nielsen, Morten Ørregaard
3
Kock, Anders Bredahl
2
Rahbek, Anders
2
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Demetrescu, Matei
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Hubrich, Kirstin
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Mirone, Giorgio
1
Nolte, Ingmar
1
Nyboe Tabor, Morten
1
Riquelme, Juan Andres
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
Teräsvirta, Timo
1
Varneskov, Rasmus Tangsgaard
1
Velasco, Carlos
1
Voev, Valeri
1
Yang, Yukai
1
Łasak, Katarzyna
1
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CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Journal of econometrics
96
The review of economics and statistics
43
Working paper / National Bureau of Economic Research, Inc.
36
Economics letters
35
Econometric reviews
30
Econometric theory
28
Journal of applied econometrics
26
Applied economics letters
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Applied economics
21
American journal of agricultural economics
20
Discussion paper / Tinbergen Institute
19
Econometrics : open access journal
17
Economic modelling
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International journal of forecasting
16
Journal of financial and quantitative analysis : JFQA
16
Oxford bulletin of economics and statistics
16
The journal of futures markets
16
Cowles Foundation discussion paper
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The econometrics journal
15
Journal of macroeconomics
14
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Discussion paper series / IZA
12
Technical working paper / National Bureau of Economic Research
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
CESifo working papers
11
Discussion paper / Centre for Economic Policy Research
11
Journal of forecasting
11
International journal of economics and financial issues : IJEFI
10
Journal of money, credit and banking : JMCB
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
International economic review
9
Journal of banking & finance
9
NBER working paper series
9
Discussion paper / Department of Economics, University of California San Diego
8
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ECONIS (ZBW)
22
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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
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:
3
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:
4
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
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
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
10
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
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