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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
~language:"cat"
~language:"eng"
~subject:"Kointegration"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Kointegration
Theorie
684
Theory
684
Time series analysis
146
Zeitreihenanalyse
146
Estimation
100
Schätzung
100
Estimation theory
98
Schätztheorie
98
Stochastic process
85
Stochastischer Prozess
85
Volatility
67
Volatilität
67
Experiment
55
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55
Prognoseverfahren
55
Nichtparametrisches Verfahren
54
Nonparametric statistics
54
Regression analysis
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United States
48
Cointegration
44
Börsenkurs
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43
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Deutschland
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VAR-Modell
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Einheitswurzeltest
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Gil-Alaña, Luis A.
12
Nielsen, Morten Ørregaard
8
Caporale, Guglielmo Maria
6
Lütkepohl, Helmut
5
Saikkonen, Pentti
5
Johansen, Søren
4
Trenkler, Carsten
4
Breitung, Jörg
3
Hunter, John
3
Santucci de Magistris, Paolo
3
Burke, Simon P.
2
Carcel, Hector
2
Rossi, Eduardo
2
Xu, Ke
2
Ali, Faek Menla
1
Balparda, Borja
1
Barros, Carlos Pestana
1
Boswijk, Herman Peter
1
Brüggemann, Ralf
1
Candelon, Bertrand
1
Choi, In
1
Delle Monache, Davide
1
Dolatabadi, Sepideh
1
Dolatabadim, Sepideh
1
Grassi, Stefano
1
Hassler, Uwe
1
Haulde, Javier
1
Henry, S. G. B.
1
Herwartz, Helmut
1
Jansson, Michael
1
Jones, Maggie E. C.
1
Karlsen, Hans Arnfinn
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Liang, Hua
1
MacKinnon, James G.
1
Myklebust, Terje
1
Müller-Kademann, Christian
1
Narayan, Kumar Paresh
1
Neumann, Michael H.
1
Popiel, Michal Ksawery
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Swensen, Anders Rygh
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CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
Discussion papers of interdisciplinary research project 373
27
EUI working paper
16
CESifo working papers
15
Discussion paper / Tinbergen Institute
15
Working paper
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Discussion papers / Department of Economics, University of Copenhagen
12
SFB 649 discussion paper
12
EUI working paper / ECO
10
IHS economics series : working paper
10
Queen's Economics Department working paper
9
Reihe Ökonomie
9
Cowles Foundation discussion paper
8
IMF working papers
8
Journal of economic surveys
8
Working paper series / European Central Bank ; Eurosystem
8
Working papers
8
Cambridge working papers in economics
7
Discussion paper / Centre for Economic Policy Research
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Research memorandum / METEOR
7
SSE EFI working paper series in economics and finance
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Discussion paper / Department of Economics, University of California San Diego
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Econometric Institute research papers
6
Sveriges Riksbank working paper series
6
Working paper series / European Central Bank
6
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
5
DAE working paper
5
Discussion papers / University of Leicester, Department of Economics
5
Econometrics papers
5
Economics : the open-access, open-assessment e-journal
5
Economics working paper
5
Finance and economics discussion series
5
IMF working paper
5
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
5
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ECONIS (ZBW)
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11
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
12
Arbitrage, market definition and monitoring a time series approach
Burke, Simon P.
;
Hunter, John
-
2012
Persistent link: https://www.econbiz.de/10009664471
Saved in:
13
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:
14
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
Saved in:
15
Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10003968441
Saved in:
16
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
17
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
Saved in:
18
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
19
On a numerical and graphical technique for evaluating some models involving rational expectations
Johansen, Søren
;
Swensen, Anders Rygh
-
2009
Persistent link: https://www.econbiz.de/10003849547
Saved in:
20
Common trends, cointegration and competitive price behaviour
Burke, Simon P.
(
contributor
);
Hunter, John
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003671265
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