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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Ahmed, Rizwan Raheem"
~person:"Perron, Pierre"
~person:"Tu, Yundong"
~subject:"Business-cycle"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Business-cycle
Estimation theory
52
Schätztheorie
52
Time series analysis
17
Zeitreihenanalyse
17
Regression analysis
16
Regressionsanalyse
16
Theorie
12
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12
Structural break
10
Strukturbruch
10
Kointegration
9
Statistical test
9
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9
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6
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6
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6
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6
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5
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Estimation
4
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4
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Ahmed, Rizwan Raheem
Perron, Pierre
Tu, Yundong
Phillips, Peter C. B.
14
Paruolo, Paolo
9
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
Boswijk, Herman Peter
6
Kurita, Takamitsu
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Wang, Qiying
5
Cavaliere, Giuseppe
4
Lütkepohl, Helmut
4
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Tang, Chor Foon
4
Taylor, Robert
4
Anderson, Richard G.
3
Carrion i Silvestre, Josep Lluís
3
Demetrescu, Matei
3
Doornik, Jurgen A.
3
Franchi, Massimo
3
Gao, Jiti
3
Hoffman, Dennis L.
3
Hsiao, Cheng
3
Hualde, Javier
3
Kejriwal, Mohitosh
3
Lee, Hyejin
3
Liang, Zhongwen
3
Maki, Daiki
3
Moosa, Imad A.
3
Mosconi, Rocco
3
Neto, David
3
Nielsen, Bent
3
Rasche, Robert H.
3
Schweikert, Karsten
3
Seong, Byeongchan
3
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Journal of econometrics
4
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2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Economic research
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
2
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
3
Estimation for double-nonlinear cointegration
Lin, Yingqian
;
Tu, Yundong
;
Yao, Qiwei
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
Saved in:
4
Estimation of causal relationship between world gold prices and KSE 100 index : evidence from Johansen cointegration technique
Ahmed, Rizwan Raheem
;
Vveinhardt, Jolita
- In:
Acta oeconomica : periodical of the Hungarian Academy …
68
(
2018
)
1
,
pp. 51-77
Persistent link: https://www.econbiz.de/10011895343
Saved in:
5
Forecasting cointegrated nonstationary time series with time-varying variance
Tu, Yundong
;
Yi, Yanping
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10011743781
Saved in:
6
Multivariate Granger causality between macro variables and KSE 100 index : evidence from Johansen cointegration and Toda & Yamamoto causality
Ahmed, Rizwan Raheem
;
Vveinhardt, Jolita
; …
- In:
Economic research
30
(
2017
)
1,2
,
pp. 1497-1521
Persistent link: https://www.econbiz.de/10012224832
Saved in:
7
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:
8
Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
Saved in:
9
Testing for multiple structural changes iin cointegrated regression models
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 503-522
Persistent link: https://www.econbiz.de/10008736147
Saved in:
10
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
Saved in:
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