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~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Cointegration"
~subject:"Estimation theory"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
~type_genre:"Sammlung"
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Cointegration
Estimation theory
Theorie
211
Theory
211
Time series analysis
164
Zeitreihenanalyse
164
Schätztheorie
137
Volatility
101
Volatilität
101
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98
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Nielsen, Morten Ørregaard
25
Johansen, Søren
18
Teräsvirta, Timo
11
Kristensen, Dennis
8
Santucci de Magistris, Paolo
8
Jansson, Michael
7
Podolskij, Mark
7
Cattaneo, Matias D.
6
Kruse, Robinson
6
Rahbek, Anders
6
Cavaliere, Giuseppe
5
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Taylor, Robert
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Hillebrand, Eric
4
Lunde, Asger
4
MacKinnon, James G.
4
Nielsen, Bent
4
Rossi, Eduardo
4
Silvennoinen, Annastiina
4
Bennedsen, Mikkel
3
Carlini, Federico
3
Crump, Richard K.
3
Grassi, Stefano
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Medeiros, Marcelo C.
3
Parra-Alvarez, Juan Carlos
3
Posch, Olaf
3
Proietti, Tommaso
3
Sibbertsen, Philipp
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Yang, Yukai
3
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2
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2
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
360
Discussion paper / Tinbergen Institute
294
Série des documents de travail / Centre de Recherche en Économie et Statistique
210
Discussion paper series / IZA
204
Working paper / National Bureau of Economic Research, Inc.
196
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
191
Working paper
191
Cowles Foundation discussion paper
182
CESifo working papers
180
Working paper / Department of Econometrics and Business Statistics, Monash University
179
Discussion papers of interdisciplinary research project 373
165
Discussion paper / Center for Economic Research, Tilburg University
128
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
109
Working paper series
106
Discussion paper
104
SFB 649 discussion paper
94
CORE discussion paper : DP
86
Discussion paper / Centre for Economic Policy Research
85
EUI working paper / ECO
79
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
78
Discussion papers / Deutsches Institut für Wirtschaftsforschung
71
Cambridge working papers in economics
70
Econometrics papers
70
KBI
67
Working papers / TSE : WP
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Discussion papers / Department of Economics, University of Copenhagen
63
Working papers
63
NBER working paper series
60
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59
Technical working paper / National Bureau of Economic Research
56
Queen's Economics Department working paper
53
Discussion papers / CEPR
51
Boston College working papers in economics
47
Finance and economics discussion series
46
Discussion papers in economics
45
Umeå economic studies
44
Report / Econometric Institute, Erasmus University Rotterdam
42
Working paper series / European Central Bank
42
CORE discussion papers : DP
41
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ECONIS (ZBW)
162
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
3
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:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
6
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
7
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:
8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
9
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
10
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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