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type_genre:"Article in journal"
~person:"Krämer, Walter"
~person:"Saikkonen, Pentti"
~subject:"Cointegration"
~subject:"Estimation theory"
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Cointegration
Estimation theory
Theorie
79
Theory
79
Schätztheorie
28
Kointegration
19
Time series analysis
19
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19
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13
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Article
47
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Article in journal
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45
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Krämer, Walter
Saikkonen, Pentti
Phillips, Peter C. B.
46
Andrews, Donald W. K.
32
Lütkepohl, Helmut
32
Newey, Whitney K.
27
Baltagi, Badi H.
26
Pesaran, M. Hashem
26
Li, Qi
25
McAleer, Michael
24
Robinson, Peter M.
24
Johansen, Søren
23
Ohtani, Kazuhiro
21
Giles, David E. A.
20
Granger, C. W. J.
19
Gouriéroux, Christian
18
Hendry, David F.
18
Horowitz, Joel
18
Franses, Philip Hans
17
King, Maxwell L.
17
Lee, Lung-fei
17
Ullah, Aman
17
Haldrup, Niels
16
Hassler, Uwe
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Kelejian, Harry H.
15
Schmidt, Peter
15
Smith, Richard J.
15
Bai, Jushan
14
Gil-Alaña, Luis A.
14
Linton, Oliver
14
Swanson, Norman R.
14
Bera, Anil K.
13
Godfrey, L. G.
13
Pagan, Adrian R.
13
Rahbek, Anders
13
Rilstone, Paul
13
Banerjee, Anindya
12
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Econometric theory
12
Economics letters
9
Journal of econometrics
8
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The econometrics journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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1
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ECONIS (ZBW)
47
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1
Tests for nonlinear cointegration
Choi, In
;
Saikkonen, Pentti
- In:
Econometric theory
26
(
2010
)
3
,
pp. 682-709
Persistent link: https://www.econbiz.de/10003992424
Saved in:
2
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 414-435
Persistent link: https://www.econbiz.de/10003948827
Saved in:
3
The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp
;
Krämer, Walter
- In:
Economics letters
91
(
2006
)
3
,
pp. 321-324
Persistent link: https://www.econbiz.de/10003333609
Saved in:
4
Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
Saved in:
5
Break date estimation for VAR processes with level shift with an application to cointegration testing
Saikkonen, Pentti
;
Lütkepohl, Helmut
;
Trenkler, Carsten
- In:
Econometric theory
22
(
2006
)
1
,
pp. 15-68
Persistent link: https://www.econbiz.de/10003272608
Saved in:
6
Stability results for nonlinear error correction models
Saikkonen, Pentti
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10002756922
Saved in:
7
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
8
Testing for the cointegrating rank of a var process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 647-662
Persistent link: https://www.econbiz.de/10001978069
Saved in:
9
The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter
;
Mármol, Francesc
- In:
Economics letters
82
(
2004
)
1
,
pp. 63-69
Persistent link: https://www.econbiz.de/10001877554
Saved in:
10
Testing linearity in cointegrating transition regressions
Choi, In
;
Saikkonen, Pentti
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 341-365
Persistent link: https://www.econbiz.de/10002463466
Saved in:
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