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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Recensement général de la population de 1982"
~subject:"Cointegration"
~type:"book"
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Cointegration
Theorie
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Dijk, Herman K. van
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Applied economics
Discussion paper / Center for Economic Research, Tilburg University
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Recensement général de la population de 1982
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ECONIS (ZBW)
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date (oldest first)
1
Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
2
Rank-based tests of the cointegrating rank in semiparametric error correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2012
Persistent link: https://www.econbiz.de/10009676141
Saved in:
3
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Segers, Rene
; …
-
2008
very grateful to participants of the 3rd World Conference on Computational
Statistics
& Data Analysis (Cyprus, 2005), the …
Persistent link: https://www.econbiz.de/10003754318
Saved in:
4
Bayesian approaches to cointegration
Koop, Gary
;
Strachan, Rodney W.
;
Dijk, Herman K. van
; …
-
2005
Riksbank and Department of
Statistics
Stockholm University mattias.villani@riksbank.se 1 1 Introduction Ever since the seminal …
Persistent link: https://www.econbiz.de/10002673556
Saved in:
5
A hierarchical bayes error correction model to explain dynamic effects of promotions on sales
Fok, Dennis
;
Horváth, Csilla
;
Paap, Richard
;
Franses, …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186139
Saved in:
6
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
(
contributor
);
Paap, Richard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
Saved in:
7
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Saved in:
8
Nonparametric cointegration analysis
Bierens, Herman J.
-
1995
Persistent link: https://www.econbiz.de/10000926505
Saved in:
9
Nonparametric cointegration tests
Bierens, Herman J.
-
1994
Persistent link: https://www.econbiz.de/10000888251
Saved in:
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