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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Fosten, Jack"
~person:"Rodrigues, Paulo M. M."
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
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Estimation theory
15
Schätztheorie
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8
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6
Regression analysis
6
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6
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2
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2
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2
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1999-2016
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Fosten, Jack
Rodrigues, Paulo M. M.
Phillips, Peter C. B.
18
Kumar, Dilip
10
Demetrescu, Matei
9
Paruolo, Paolo
9
Ramírez, Miguel D.
8
Taylor, Robert
8
Tu, Yundong
8
Wagner, Martin
8
Baltagi, Badi H.
7
Cai, Zongwu
7
Johansen, Søren
7
Swanson, Norman R.
7
Boswijk, Herman Peter
6
Chevillon, Guillaume
6
Gao, Jiti
6
Hendry, David F.
6
Kapetanios, George
6
Koop, Gary
6
Kurita, Takamitsu
6
Lahiri, Kajal
6
Shang, Han Lin
6
Taylor, James W.
6
Teräsvirta, Timo
6
Bauwens, Luc
5
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Kejriwal, Mohitosh
5
Lee, Ji Hyung
5
Lütkepohl, Helmut
5
McCracken, Michael W.
5
Rossi, Barbara
5
Sbrana, Giacomo
5
Ullah, Aman
5
Wang, Qiying
5
Zhang, Xinyu
5
Baillie, Richard
4
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4
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Journal of econometrics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Econometric theory
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
Horizon confidence sets
Fosten, Jack
;
Gutknecht, Daniel
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
Saved in:
2
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
4
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
5
Tests for segmented cointegration : an application to US governments budgets
Martins, Luís Filipe
;
Rodrigues, Paulo M. M.
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
2
,
pp. 567-600
Persistent link: https://www.econbiz.de/10013440317
Saved in:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
8
Revisiting targeted factors
Fosten, Jack
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 207-216
Persistent link: https://www.econbiz.de/10011729139
Saved in:
9
Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Economics letters
157
(
2017
),
pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
Saved in:
10
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
Saved in:
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