//--> //--> //-->
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
~institution:"HAL"
~institution:"London School of Economics (LSE)"
~subject:"Argentina monetary history"
~subject:"Long memory"
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:"Cointegration"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Argentina monetary history
Long memory
fractional cointegration
11
Fractional cointegration
10
Cointegration
9
cointegration
8
long memory
3
EU
2
Nonstationary processes
2
Parametric estimation
2
Point processes
2
cointégration
2
fiscal sustainability
2
least squares estimation
2
mixed normal asymptotics
2
narrow-band estimation
2
panel cointegration
2
structural breaks
2
system estimates
2
unknown integration orders
2
ARDL
1
ASEAN
1
Artificial intelligence
1
Asymptotic normality
1
Augmented Engle-Granger
1
BEER
1
Cointegrating rank
1
Cointegration of Higher Orders
1
Cointegration test
1
Complementarities
1
Consistency
1
Consumption
1
Convergence
1
Convergence Rate
1
Cross-Section of Asset Re- turns
1
Demand for Money
1
Deterministic Dynamics
1
Deterministic Trend
1
Diagnostic testing
1
Dollarization
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Language
All
Undetermined
3
Author
All
Aloy, Marcel
1
Mogliani, Matteo
1
Robinson, Peter M.
1
Truchis, Gilles De
1
Urga, Giovanni
1
Winograd, Carlos
1
Institution
All
HAL
London School of Economics (LSE)
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Department of Economics, Faculty of Economic and Management Sciences
1
ISEG - School of Economics and Management, Department of Economics, University of Lisbon
1
School of Economics and Management, University of Aarhus
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
more ...
less ...
Published in...
All
Working Papers / HAL
2
LSE Research Online Documents on Economics
1
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and Testing for Fractional
Cointegration
Aloy, Marcel
;
Truchis, Gilles De
-
HAL
-
2012
question of testing for fractional
cointegration
(that is, d < 1). The simulation results suggest that the one-step methodology …
Persistent link: https://www.econbiz.de/10011026224
Saved in:
2
Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006
Mogliani, Matteo
;
Urga, Giovanni
;
Winograd, Carlos
-
HAL
-
2009
sequential approach and we embed breaks in long-run models. A robust
cointegration
analysis can be hence performed in a single …
Persistent link: https://www.econbiz.de/10010738983
Saved in:
3
Multiple local whittle estimation in stationary systems
Robinson, Peter M.
-
London School of Economics (LSE)
-
2007
cointegration
, the consistency proof of these implicitly-defined estimates is nonstandard due to the β estimate converging faster …
Persistent link: https://www.econbiz.de/10011071412
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->