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~isPartOf:"CREATES research paper"
~isPartOf:"Economics and finance working paper series"
~language:"eng"
~subject:"Cointegration"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
~type_genre:"Sammlung"
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Cointegration
Theorie
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Theory
262
Time series analysis
212
Zeitreihenanalyse
212
Estimation
146
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146
Volatility
145
Volatilität
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142
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106
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91
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Caporale, Guglielmo Maria
20
Gil-Alaña, Luis A.
16
Nielsen, Morten Ørregaard
13
Johansen, Søren
12
Hunter, John
5
Santucci de Magistris, Paolo
5
Carcel, Hector
4
Rahbek, Anders
4
Carlini, Federico
3
Ali, Faek Menla
2
Burke, Simon P.
2
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2
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2
Rossi, Eduardo
2
Swensen, Anders Rygh
2
Xu, Ke
2
You, Kefei
2
Amor, Thouraya Hadj
1
Balparda, Borja
1
Barros, Carlos Pestana
1
Bohn Nielsen, Heino
1
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1
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1
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1
Canepa, Alessandra
1
Christensen, Bent Jesper
1
Ciferri, Davide
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Cuñado Eizaguirre, Juncal
1
Delle Monache, Davide
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1
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1
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CREATES research paper
Economics and finance working paper series
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44
EUI working paper / ECO
42
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41
Discussion papers of interdisciplinary research project 373
41
Discussion papers / Deutsches Institut für Wirtschaftsforschung
40
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Working paper / Department of Econometrics and Business Statistics, Monash University
30
IHS economics series : working paper
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12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
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ECONIS (ZBW)
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1
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
3
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
4
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
5
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:
6
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
7
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
8
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
9
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
10
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
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