//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Wechselkurs"
~accessRights:"restricted"
~language:"eng"
~person:"Kurita, Takamitsu"
~subject:"Cointegrating relationships"
~subject:"Kointegration"
~subject:"Sampling"
~subject:"Statistical test"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Wechselkurs
Cointegrating relationships
Kointegration
Sampling
Statistical test
Cointegration
3
Estimation theory
3
Schätztheorie
3
VAR model
3
VAR-Modell
3
Structural break
2
Strukturbruch
2
Time series analysis
2
Vector autoregressive (VAR) models
2
Zeitreihenanalyse
2
Adjustment coefficients
1
Cointegrated vector autoregressive systems
1
Deterministic breaks
1
Estimation
1
Long-run exclusion
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Normalisation
1
Recursive Monte Carlo experiments
1
Schätzung
1
Sensitivity
1
Separate cointegration
1
Spurious time-varying parameters
1
Structural breaks
1
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Kurita, Takamitsu
Phillips, Peter C. B.
10
Bera, Anil K.
9
Dufour, Jean-Marie
7
Demetrescu, Matei
6
Doğan, Osman
6
Gao, Jiti
6
Sentana, Enrique
6
Taṣpınar, Süleyman
6
Tu, Yundong
6
Cai, Zongwu
5
Khalaf, Lynda
5
Su, Liangjun
5
Sun, Yixiao
5
Wang, Qiying
5
Andrews, Donald W. K.
4
Andrews, Isaiah
4
Baltagi, Badi H.
4
Escanciano, Juan Carlos
4
Ghysels, Eric
4
Hill, Jonathan B.
4
Leybourne, Stephen James
4
Motegi, Kaiji
4
Shaikh, Azeem M.
4
Shi, Xiaoxia
4
Teräsvirta, Timo
4
Varneskov, Rasmus Tangsgaard
4
Andersen, Torben
3
Barigozzi, Matteo
3
Breitung, Jörg
3
Canay, Ivan A.
3
Carrion i Silvestre, Josep Lluís
3
Cho, Jin Seo
3
Corradi, Valentina
3
Duffy, James A.
3
Fang, Ying
3
Fiorentini, Gabriele
3
Gutknecht, Daniel
3
Harvey, David I.
3
Hoga, Yannick
3
Kleibergen, Frank
3
more ...
less ...
Published in...
All
Economics letters
2
Journal of quantitative economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Normalising cointegrating relationships subject to long-run exclusion
Kurita, Takamitsu
- In:
Economics letters
192
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508580
Saved in:
2
A recursive Monte Carlo study of structural-break sensitivity of adjustment coefficients in cointegrated VAR systems
Kurita, Takamitsu
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 251-270
Persistent link: https://www.econbiz.de/10012418663
Saved in:
3
Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu
- In:
Economics letters
179
(
2019
),
pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->