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subject:"Cointegration"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of developing areas"
~type:"article"
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Search: subject_exact:"Error correction model"
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Subject
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Cointegration
Kointegration
212
Theorie
75
Theory
75
Estimation theory
62
Schätztheorie
62
Time series analysis
60
Zeitreihenanalyse
60
Estimation
31
Schätzung
31
VAR model
30
VAR-Modell
30
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
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27
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22
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22
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19
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17
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12
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10
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9
Ranking-Verfahren
9
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9
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212
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212
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212
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Phillips, Peter C. B.
10
Johansen, Søren
6
Robinson, Peter M.
6
Lütkepohl, Helmut
5
Nielsen, Morten Ørregaard
5
Paruolo, Paolo
5
Rahbek, Anders
5
Xiao, Zhijie
5
Boswijk, Herman Peter
4
Saikkonen, Pentti
4
Wagner, Martin
4
Balcilar, Mehmet
3
Bashar, Omar K. M. R.
3
Corradi, Valentina
3
Gao, Jiti
3
Gupta, Rangan
3
Hualde, Javier
3
Jong, Robert M. de
3
Kleibergen, Frank
3
Park, Joon Y.
3
Rahman, A. K. M. Matiur
3
Swanson, Norman R.
3
Taylor, Robert
3
Tu, Yundong
3
Urga, Giovanni
3
Wang, Qiying
3
Baltagi, Badi H.
2
Breitung, Jörg
2
Cavaliere, Giuseppe
2
Chambers, Marcus J.
2
Chang, Shinhye
2
Chang, Yoosoon
2
Choi, In
2
Christensen, Bent Jesper
2
Davidson, James E. H.
2
Dawson, Philip J.
2
Guru-Gharana, Kishor Kumar
2
Harris, David
2
Hassler, Uwe
2
Hecq, Alain W. J.
2
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Journal of econometrics
The journal of developing areas
Applied economics
348
International Journal of Energy Economics and Policy : IJEEP
323
Economic modelling
263
Energy economics
224
International journal of economics and financial issues : IJEFI
187
Applied economics letters
178
Economics letters
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
The empirical economics letters : a monthly international journal of economics
155
International journal of economics and finance
149
Cogent economics & finance
104
Theoretical and applied economics : GAER review
102
International review of economics & finance : IREF
82
Econometric theory
76
Journal of international money and finance
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Economies : open access journal
62
Economic research
60
Journal of policy modeling : JPMOD ; a social science forum of world issues
60
Econometric reviews
59
Research in international business and finance
59
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
55
International journal of finance & economics : IJFE
55
The North American journal of economics and finance : a journal of financial economics studies
53
Panoeconomicus
52
The Indian journal of economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of macroeconomics
47
Modern economy
47
Oxford bulletin of economics and statistics
46
Applied econometrics and international development
45
Finance research letters
45
International review of financial analysis
45
Iranian economic review : journal of University of Tehran
43
Journal of applied econometrics
43
Journal of economic studies
43
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ECONIS (ZBW)
212
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1
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10
of
212
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date (oldest first)
1
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
2
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
3
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
4
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:
5
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
6
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
7
Inferential theory for heterogeneity and cointegration in large panels
Trapani, Lorenzo
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 474-503
Persistent link: https://www.econbiz.de/10012618525
Saved in:
8
An automated approach towards sparse single-equation cointegration modelling
Smeekes, Stephan
;
Wijler, Etienne
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 247-276
Persistent link: https://www.econbiz.de/10012618835
Saved in:
9
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
10
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
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