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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Ahmed, Rizwan Raheem"
~person:"Perron, Pierre"
~subject:"Business-cycle"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Subject
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Cointegration
Business-cycle
Theory
Estimation theory
36
Schätztheorie
36
Time series analysis
14
Zeitreihenanalyse
14
Theorie
12
Structural break
9
Strukturbruch
9
Statistical test
7
Statistischer Test
7
Regression analysis
6
Regressionsanalyse
6
Kointegration
5
Einheitswurzeltest
4
Structural change
4
Unit root test
4
Hypothesis testing
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Strukturwandel
3
Break dates
2
Causality analysis
2
Change-point
2
Johansen cointegration
2
KSE 100 index
2
Kausalanalyse
2
Multiple Regression
2
Multiple regression
2
hypothesis testing
2
structural change
2
ADF test
1
ARCH model
1
ARCH-Modell
1
Additive noise
1
Aggregation
1
Arbeitslosenversicherung
1
Band spectral regression
1
Bootstrap
1
Bootstrap approach
1
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Article
18
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Collection of articles written by one author
Article in journal
Aufsatz in Zeitschrift
18
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
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English
18
Author
All
Ahmed, Rizwan Raheem
Perron, Pierre
Phillips, Peter C. B.
43
Andrews, Donald W. K.
30
Li, Qi
27
Newey, Whitney K.
27
Baltagi, Badi H.
23
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
McAleer, Michael
20
Giles, David E. A.
19
Gouriéroux, Christian
18
Horowitz, Joel
18
Krämer, Walter
18
Lee, Lung-fei
18
Robinson, Peter M.
18
Johansen, Søren
17
King, Maxwell L.
17
Ullah, Aman
17
Granger, C. W. J.
16
Lütkepohl, Helmut
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Schmidt, Peter
15
Bai, Jushan
14
Hendry, David F.
14
Hsiao, Cheng
14
Kelejian, Harry H.
14
Bera, Anil K.
13
Franses, Philip Hans
13
Godfrey, L. G.
13
Haldrup, Niels
13
Imbens, Guido
13
Rilstone, Paul
13
Smith, Richard J.
13
Chambers, Marcus J.
12
Ghysels, Eric
12
Hill, Rufus Carter
12
Kuan, Chung-ming
12
Linton, Oliver
12
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The econometrics journal
4
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of econometrics
3
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Economic research
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Special issue on new developments in time series econometrics
1
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ECONIS (ZBW)
18
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18
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Estimating and testing structural changes in multivariate regressions
Qu, Zhongjun
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
2
,
pp. 459-502
Persistent link: https://www.econbiz.de/10003462410
Saved in:
8
Critical values for multiple structural change tests
Bai, Jushan
;
Perron, Pierre
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
Saved in:
9
Computation and analysis of multiple structural change models
Bai, Jushan
;
Perron, Pierre
- In:
Journal of applied econometrics
18
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
Saved in:
10
Asymptotic approximations in the near-integrated model with a non-zero initial condition
Perron, Pierre
;
Vodounou, Cosmé
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 143-169
Persistent link: https://www.econbiz.de/10001612310
Saved in:
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