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subject:"Probability theory"
subject:"Time series analysis"
~person:"Abergel, Frédéric"
~person:"Canepa, Alessandra"
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Probability theory
Time series analysis
Estimation theory
9
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Cointegration
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Zeitreihenanalyse
6
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Bootstrap-Verfahren
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Statistical theory
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Abergel, Frédéric
Canepa, Alessandra
Phillips, Peter C. B.
96
Gao, Jiti
74
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
42
Teräsvirta, Timo
41
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
38
Kapetanios, George
33
Linton, Oliver
33
Harvey, Andrew C.
29
Koop, Gary
29
Stock, James H.
29
Swanson, Norman R.
29
Pesaran, M. Hashem
28
Engle, Robert F.
26
Lucas, André
26
Nelson, Daniel B.
26
Sibbertsen, Philipp
26
Gouriéroux, Christian
25
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Perron, Pierre
25
Taylor, Robert
25
Watson, Mark W.
25
McAleer, Michael
23
Nielsen, Bent
23
Robinson, Peter M.
23
Xiao, Zhijie
23
Brännäs, Kurt
22
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Dong, Chaohua
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Giraitis, Liudas
20
Hendry, David F.
20
Blasques, Francisco
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Journal of empirical finance
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1
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
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3
Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386989
Saved in:
4
Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386990
Saved in:
5
Unified theory for the large family of time varying models with arma representations : one solution fits all
Karanasos, Menelaos
;
Paraskevopoulos, Athanasios
; …
-
2020
Persistent link: https://www.econbiz.de/10012387088
Saved in:
6
High frequency lead/lag relationships : empirical facts
Huth, Nicolas
;
Abergel, Frédéric
- In:
Journal of empirical finance
26
(
2014
),
pp. 41-58
Persistent link: https://www.econbiz.de/10010472008
Saved in:
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