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~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The econometrics journal"
~person:"Barigozzi, Matteo"
~person:"Chan, Kam C."
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Cointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Cointegration
Nichtparametrisches Verfahren
Nonparametric statistics
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Barigozzi, Matteo
Chan, Kam C.
Härdle, Wolfgang
Koopman, Siem Jan
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Almeida, Caio
5
Ardison, Kym
5
Garcia, René
4
Vicente, Jose
4
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2
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1
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1
Buncic, Daniel
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of international financial markets, institutions & money
Journal of the American Statistical Association : JASA
The econometrics journal
Journal of econometrics
29
Applied economics
9
Econometric theory
7
International journal of forecasting
6
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Digital finance : smart data analytics, investment innovation, and financial technology
2
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Journal of financial econometrics
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Eurasian economic review : a journal in applied macroeconomics and finance
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
2
Cointegration, error correction and exchange rate forecasting
Moosa, Imad A.
;
Vaz, John J.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 21-34
Persistent link: https://www.econbiz.de/10011690363
Saved in:
3
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
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