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type_genre:"Fallstudie"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Einheitswurzeltest"
~subject:"Panel study"
~subject:"State space model"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
~type_genre:"Handbuch"
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Search: subject_exact:"ARDL approach"
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Einheitswurzeltest
Panel study
State space model
Theorie
Cointegration
39
Kointegration
39
VAR model
20
VAR-Modell
20
Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
14
Schätztheorie
14
Theory
13
Estimation
11
Schätzung
11
Induktive Statistik
4
Modellierung
4
Scientific modelling
4
Statistical inference
4
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3
Bootstrap-Verfahren
3
Börsenkurs
3
Forecasting model
3
Prognoseverfahren
3
Share price
3
Statistical test
3
Statistischer Test
3
USA
3
United States
3
Außenwirtschaftstheorie
2
Capital income
2
Hedging
2
International economics
2
Kapitaleinkommen
2
Nichtlineare Regression
2
Nonlinear regression
2
Rational expectations
2
Rationale Erwartung
2
Unit root test
2
Volatility
2
Volatilität
2
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16
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16
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Fallstudie
Arbeitspapier
Handbuch
Graue Literatur
16
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16
Working Paper
16
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English
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Nielsen, Morten Ørregaard
8
Johansen, Søren
6
Santucci de Magistris, Paolo
3
Rossi, Eduardo
2
Xu, Ke
2
Boswijk, Herman Peter
1
Callot, Laurent A. F.
1
Delle Monache, Davide
1
Dolatabadi, Sepideh
1
Dolatabadim, Sepideh
1
Franchi, Massimo
1
Grassi, Stefano
1
Haulde, Javier
1
Jansson, Michael
1
Jones, Maggie E. C.
1
MacKinnon, James G.
1
Narayan, Kumar Paresh
1
Nyboe Tabor, Morten
1
Popiel, Michal Ksawery
1
Swensen, Anders Rygh
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CREATES research paper
CESifo working papers
34
Working paper
31
Discussion papers of interdisciplinary research project 373
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
EUI working paper
18
IHS economics series : working paper
17
Discussion paper / Tinbergen Institute
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Discussion papers / Department of Economics, University of Copenhagen
15
Reihe Ökonomie
15
SFB 649 discussion paper
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Cowles Foundation discussion paper
11
Working papers
11
EUI working paper / ECO
10
Economics and finance working paper series
10
IMF working papers
10
Queen's Economics Department working paper
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Discussion paper / Centre for Economic Policy Research
9
Economics : the open-access, open-assessment e-journal
9
Research memorandum / METEOR
9
Working paper series / European Central Bank
9
Working paper series / European Central Bank ; Eurosystem
9
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
8
Working paper series
8
IMF working paper
7
SSE EFI working paper series in economics and finance
7
Sveriges Riksbank working paper series
7
Working paper / Department of Economics, Lund University
7
Discussion paper
6
Discussion paper / Department of Economics, University of California San Diego
6
Discussion paper series / IZA
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Econometric Institute research papers
6
International finance discussion papers
6
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
5
Cahiers du Département d'Econométrie
5
Cambridge working papers in economics
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ECONIS (ZBW)
16
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1
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
-
2018
Persistent link: https://www.econbiz.de/10011946486
Saved in:
3
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
4
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
5
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
6
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
7
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
Persistent link: https://www.econbiz.de/10010394599
Saved in:
8
A fractionally cointegrated VAR analysis of economic voting and political support
Jones, Maggie E. C.
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394610
Saved in:
9
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
-
2012
Persistent link: https://www.econbiz.de/10009621930
Saved in:
10
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
Saved in:
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