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subject:"United States"
~person:"Cox, Thomas Lee"
~person:"Granger, C. W. J."
~person:"MacKinnon, James G."
~person:"Miller, J. Isaac"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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United States
Cointegration
Estimation theory
124
Schätztheorie
124
Theorie
45
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45
Time series analysis
32
Zeitreihenanalyse
32
Bootstrap approach
21
Bootstrap-Verfahren
21
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18
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18
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18
Estimation
17
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17
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17
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17
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16
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12
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cluster-robust variance estimator
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wild cluster bootstrap
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robust inference
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grouped data
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6
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32
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Cox, Thomas Lee
Granger, C. W. J.
MacKinnon, James G.
Miller, J. Isaac
Phillips, Peter C. B.
47
Gao, Jiti
23
Johansen, Søren
21
Wagner, Martin
18
Pesaran, M. Hashem
17
Watson, Mark W.
16
Nielsen, Morten Ørregaard
15
Rahbek, Anders
13
Wang, Qiying
13
Diebold, Francis X.
11
Mairesse, Jacques
11
Paruolo, Paolo
10
Stock, James H.
10
Swanson, Norman R.
10
Audrino, Francesco
9
Boswijk, Herman Peter
9
Caporale, Guglielmo Maria
9
Dong, Chaohua
9
Haldrup, Niels
9
Kurita, Takamitsu
9
Pittis, Nikitas
9
Zadrozny, Peter A.
9
Chambers, Marcus J.
8
Hall, Bronwyn H.
8
Hsiao, Cheng
8
Li, Degui
8
Ramírez, Miguel D.
8
Angrist, Joshua D.
7
Bailey, Natalia
7
Bekaert, Geert
7
Bohn Nielsen, Heino
7
Chen, Baoline
7
Dufour, Jean-Marie
7
Franses, Philip Hans
7
Ghysels, Eric
7
Hendry, David F.
7
Kao, Chihwa
7
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5
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3
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2
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1
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ECONIS (ZBW)
32
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1
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014493986
Saved in:
2
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014464301
Saved in:
3
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014578030
Saved in:
4
Polar amplification in a moist energy balance model : a structural econometric approach to estimation and testing
Brock, William A.
;
Miller, J. Isaac
-
2023
Persistent link: https://www.econbiz.de/10014313107
Saved in:
5
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
-
2014
-
Rev .
Persistent link: https://www.econbiz.de/10010231623
Saved in:
6
Testing cointegrating relationships using irregular and non-contemporaneous series with an application to paleoclimate data
Miller, J. Isaac
-
2018
-
This draft: June 29, 2018
Persistent link: https://www.econbiz.de/10011881653
Saved in:
7
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
-
Rev.
Persistent link: https://www.econbiz.de/10010200462
Saved in:
8
Conditionally efficient estimation of long-run relationships using mixed-frequency time series
Miller, J. Isaac
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1142-1171
Persistent link: https://www.econbiz.de/10011591156
Saved in:
9
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
10
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 93-122)
.
2014
Persistent link: https://www.econbiz.de/10010442875
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