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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
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684
Time series analysis
146
Zeitreihenanalyse
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Estimation
100
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100
Estimation theory
98
Schätztheorie
98
Stochastic process
85
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85
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Volatilität
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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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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 / ECO
26
CESifo working papers
15
Discussion paper / Tinbergen Institute
15
Working paper
14
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
IHS economics series : working paper
10
IMF working papers
9
Queen's Economics Department working paper
9
Reihe Ökonomie
9
Cowles Foundation discussion paper
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 / Discussion papers : 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
Working paper / National Bureau of Economic Research, Inc.
5
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ECONIS (ZBW)
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1
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
3
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
-
2018
Persistent link: https://www.econbiz.de/10011946486
Saved in:
4
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
5
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
6
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
7
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
Persistent link: https://www.econbiz.de/10010394599
Saved in:
8
A fractionally cointegrated VAR analysis of economic voting and political support
Jones, Maggie E. C.
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394610
Saved in:
9
The monetary model of the US dollar: Japanese yen exchange rate ; an empirical investigation
Hunter, John
;
Ali, Faek Menla
-
2013
Persistent link: https://www.econbiz.de/10009731949
Saved in:
10
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
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