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~isPartOf:"Applied economics"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Recensement général de la population de 1982"
~subject:"Cointegration"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Cointegration
Time series analysis
Zeitreihenanalyse
Estimation
96
Schätzung
96
Theorie
96
Theory
96
Bevölkerungsstatistik
95
Demographic statistics
95
Nichtparametrisches Verfahren
73
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73
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72
Statistischer Test
72
Bayes-Statistik
55
Bayesian inference
55
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54
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54
Estimation theory
48
Schätztheorie
48
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40
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40
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37
United States
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33
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33
Kointegration
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Statistical theory
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76
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77
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77
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Gil-Alaña, Luis A.
4
Kim, Jong-Min
4
Gupta, Rangan
3
Taylor, Robert
3
Hwang, Sun Young
2
Kurozumi, Eiji
2
Leybourne, Stephen James
2
Peel, David
2
Skrobotov, Anton
2
Westerlund, Joakim
2
Ahamada, Ibrahim
1
Ahmad, Yamin
1
Ahn, Sung K.
1
Ajmi, Ahdi Noomen
1
Apergēs, Nikolaos
1
Arango Thomas, Luis Eduardo
1
Arteche, Josu
1
Astill, Sam
1
Awe, Olushina Olawale
1
Azali, Mohamed
1
Balcilar, Mehmet
1
Balcombe, Kelvin G.
1
Banerjee, Anindya
1
Basher, Syed Abul
1
Bastianin, Andrea
1
Bhaskara Rao, Buddhavarapu
1
Bond, Derek
1
Boutahar, Mohamed
1
Candelon, Bertrand
1
Carlo, Thiago Carlomagno
1
Carrion i Silvestre, Josep Lluís
1
Cavaliere, Giuseppe
1
Chang, Tsangyao
1
Chen, Yixiang
1
Cho, Sinsup
1
Chou, Chin-Mei
1
Chun, Sungju
1
Cubadda, Gianluca
1
Demetrescu, Matei
1
Di Iorio, Francesca
1
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Frontiers in Time Series Analysis Conference <2005, Olbia>
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Applied economics
Oxford bulletin of economics and statistics
Recensement général de la population de 1982
Journal of econometrics
257
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Econometric reviews
100
International journal of forecasting
100
Discussion paper / Tinbergen Institute
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Economics letters
85
Econometric theory
84
Working paper / Department of Econometrics and Business Statistics, Monash University
66
Journal of forecasting
63
Economic modelling
61
Applied economics letters
58
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
CREATES research paper
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Working paper
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Cowles Foundation discussion paper
43
Energy economics
43
SFB 649 discussion paper
39
Journal of applied econometrics
38
The econometrics journal
37
Computational economics
33
Discussion papers of interdisciplinary research project 373
30
Econometrics : open access journal
28
Macroeconomic dynamics
28
CAMA working paper series
27
Journal of the American Statistical Association : JASA
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
23
Econometric Institute research papers
23
IHS economics series : working paper
23
The North American journal of economics and finance : a journal of financial economics studies
23
Discussion paper / Center for Economic Research, Tilburg University
21
Journal of empirical finance
21
CESifo working papers
20
Cowles Foundation Discussion Paper
20
Journal of economic dynamics & control
20
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ECONIS (ZBW)
77
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1
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
2
Housing market regimes and the macroeconomy : a nonlinear study of the effects of housing price shocks
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
Applied economics
56
(
2024
)
42
,
pp. 4989-5011
Persistent link: https://www.econbiz.de/10014560500
Saved in:
3
A dual perspective inflation analysis of China with large dimensional data : an application of large VARs model
Nong, Hao
;
Wu, Xianghua
;
Jiang, Yuanying
- In:
Applied economics
55
(
2023
)
50
,
pp. 5939-5955
Persistent link: https://www.econbiz.de/10014335840
Saved in:
4
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
5
Interpretation and limits of sustainability tests in public finance
Lamé, G.
;
Lequien, M.
;
Pionnier, P.-A.
- In:
Applied economics
46
(
2014
)
4/6
,
pp. 616-628
Persistent link: https://www.econbiz.de/10010358755
Saved in:
6
Relationship between oil price and exchange rate by FDA and copula
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
50
(
2018
)
22
,
pp. 2486-2499
Persistent link: https://www.econbiz.de/10011850251
Saved in:
7
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
8
Non-normal errors or nonlinearity? : performance of unit root tests
Lee, Hyejin
;
Hur, Mansik
- In:
Applied economics
53
(
2021
)
52
,
pp. 6094-6103
Persistent link: https://www.econbiz.de/10012650385
Saved in:
9
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
10
Robust measures of skewness and kurtosis for macroeconomic and financial time series
Bastianin, Andrea
- In:
Applied economics
52
(
2020
)
7
,
pp. 637-670
Persistent link: https://www.econbiz.de/10012197454
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