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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Demetrescu, Matei"
~person:"Liang, Zhongwen"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Estimation theory
22
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8
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8
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8
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Demetrescu, Matei
Liang, Zhongwen
Phillips, Peter C. B.
14
Paruolo, Paolo
9
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
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6
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6
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5
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5
Wang, Qiying
5
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4
Lütkepohl, Helmut
4
Nielsen, Morten Ørregaard
4
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4
Tang, Chor Foon
4
Taylor, Robert
4
Tu, Yundong
4
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3
Carrion i Silvestre, Josep Lluís
3
Doornik, Jurgen A.
3
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Gao, Jiti
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Hualde, Javier
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Lee, Hyejin
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Moosa, Imad A.
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
6
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1
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
2
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
3
Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
Saved in:
4
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
5
Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Wang, Luya
;
Liang, Zhongwen
;
Lin, Juan
;
Li, Qi
- In:
Annals of economics and finance
16
(
2015
)
2
,
pp. 353-369
Persistent link: https://www.econbiz.de/10011428164
Saved in:
6
Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
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