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subject:"USA"
~person:"Cavaliere, Giuseppe"
~subject:"C. W. J. Granger"
~subject:"Cointegration"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
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USA
C. W. J. Granger
Cointegration
Estimation theory
14
Schätztheorie
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7
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7
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6
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Cavaliere, Giuseppe
Phillips, Peter C. B.
15
Paruolo, Paolo
10
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
Boswijk, Herman Peter
6
Chambers, Marcus J.
6
Kurita, Takamitsu
6
Pittis, Nikitas
6
Bohn Nielsen, Heino
5
Caporale, Guglielmo Maria
5
Hoffman, Dennis L.
5
Maddala, Gangadharrao S.
5
Wang, Qiying
5
Atkinson, Scott Estes
4
Baltagi, Badi H.
4
Bera, Anil K.
4
Conway, Karen Smith
4
Cornwell, Christopher Mark
4
Cox, Thomas Lee
4
Franses, Philip Hans
4
Gupta, Rangan
4
Hansen, Christian Bailey
4
Heckman, James J.
4
Hendry, David F.
4
Hsiao, Cheng
4
Lesage, James P.
4
Li, Qi
4
Lütkepohl, Helmut
4
Moosa, Imad A.
4
Moschini, Giancarlo
4
Myers, Robert J.
4
Nielsen, Morten Ørregaard
4
Omay, Tolga
4
Pesaran, M. Hashem
4
Pope, Rulon D.
4
Rahbek, Anders
4
Rasche, Robert H.
4
Shintani, Mototsugu
4
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Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
5
,
pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
Saved in:
3
Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
4
Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10009758616
Saved in:
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