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type_genre:"Fallstudie"
~isPartOf:"CREATES research paper"
~subject:"Außenwirtschaftstheorie"
~subject:"Panel study"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
~type_genre:"Handbuch"
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Search: subject_exact:"ARDL approach"
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Außenwirtschaftstheorie
Panel study
Theorie
Cointegration
39
Kointegration
39
VAR model
20
VAR-Modell
20
Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
14
Schätztheorie
14
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13
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11
Schätzung
11
Induktive Statistik
4
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4
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4
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3
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Statistical test
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USA
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United States
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Capital income
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Einheitswurzeltest
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Hedging
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International economics
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Kapitaleinkommen
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Nichtlineare Regression
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Nonlinear regression
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Rational expectations
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Rationale Erwartung
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Fallstudie
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15
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15
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English
15
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Nielsen, Morten Ørregaard
8
Johansen, Søren
5
Santucci de Magistris, Paolo
3
Rossi, Eduardo
2
Swensen, Anders Rygh
2
Xu, Ke
2
Boswijk, Herman Peter
1
Callot, Laurent A. F.
1
Delle Monache, Davide
1
Dolatabadi, Sepideh
1
Dolatabadim, Sepideh
1
Grassi, Stefano
1
Haulde, Javier
1
Jansson, Michael
1
Jones, Maggie E. C.
1
MacKinnon, James G.
1
Narayan, Kumar Paresh
1
Popiel, Michal Ksawery
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CREATES research paper
CESifo working papers
31
Discussion papers of interdisciplinary research project 373
29
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Working paper
25
EUI working paper
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Discussion paper / Tinbergen Institute
15
Discussion papers / Department of Economics, University of Copenhagen
13
IHS economics series : working paper
13
SFB 649 discussion paper
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Reihe Ökonomie
12
EUI working paper / ECO
10
Economics and finance working paper series
10
IMF working papers
9
Queen's Economics Department working paper
9
Research memorandum / METEOR
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working paper series
9
Working paper series / European Central Bank
9
Working papers
9
Cowles Foundation discussion paper
8
Discussion paper / Centre for Economic Policy Research
8
Economics : the open-access, open-assessment e-journal
8
Working paper series / European Central Bank ; Eurosystem
8
SSE EFI working paper series in economics and finance
7
Sveriges Riksbank working paper series
7
Working paper / Department of Economics, Lund University
7
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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
IMF working paper
6
Cambridge working papers in economics
5
DAE working paper
5
Discussion paper
5
Discussion papers / Department of Economics, The University of Birmingham
5
Discussion papers / University of Leicester, Department of Economics
5
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ECONIS (ZBW)
15
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
2
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
3
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:
4
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
5
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:
6
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:
7
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:
8
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:
9
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
Saved in:
10
Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10003968441
Saved in:
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