//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Cointegration"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
~type_genre:"Sammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Theorie
211
Theory
211
Time series analysis
164
Zeitreihenanalyse
164
Estimation theory
137
Schätztheorie
137
Volatility
101
Volatilität
101
Forecasting model
98
Prognoseverfahren
98
Estimation
79
Schätzung
79
Stochastic process
60
Stochastischer Prozess
60
Capital income
58
Kapitaleinkommen
58
USA
47
United States
47
Börsenkurs
46
Share price
46
ARCH model
43
ARCH-Modell
43
VAR model
40
VAR-Modell
40
Kointegration
39
CAPM
32
Modellierung
32
Scientific modelling
32
Statistical test
32
Statistischer Test
32
Risikoprämie
31
Risk premium
31
Yield curve
29
Zinsstruktur
29
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Option pricing theory
28
Optionspreistheorie
28
Regression analysis
25
more ...
less ...
Online availability
All
Free
39
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
Sammlung
Arbeitspapier
39
Non-commercial literature
39
Working Paper
39
Language
All
English
Author
All
Nielsen, Morten Ørregaard
13
Johansen, Søren
12
Santucci de Magistris, Paolo
5
Rahbek, Anders
4
Carlini, Federico
3
Cavaliere, Giuseppe
2
Gatarek, Lukasz
2
Rossi, Eduardo
2
Swensen, Anders Rygh
2
Xu, Ke
2
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Callot, Laurent A. F.
1
Christensen, Bent Jesper
1
Delle Monache, Davide
1
Dolatabadi, Sepideh
1
Dolatabadim, Sepideh
1
Engsted, Tom
1
Franchi, Massimo
1
Frederiksen, Per
1
Grassi, Stefano
1
Haulde, Javier
1
Hubrich, Kirstin
1
Jansson, Michael
1
Jones, Maggie E. C.
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lange, Theis
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Narayan, Kumar Paresh
1
Nielsen, Bent
1
Nyboe Tabor, Morten
1
Popiel, Michal Ksawery
1
Schmith, Torben
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Shibaev, Sergei S.
1
Taylor, A. M. Robert
1
more ...
less ...
Published in...
All
CREATES research paper
CESifo working papers
82
Working paper
68
Discussion papers / Department of Economics, University of Copenhagen
44
EUI working paper / ECO
42
Discussion paper / Tinbergen Institute
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
27
Cowles Foundation discussion paper
26
Economics and finance working paper series
25
Ruhr economic papers
25
IMF working paper
23
Working paper series
22
Working paper series / European Central Bank
22
Working paper series / European Central Bank ; Eurosystem
20
Discussion paper / Centre for Economic Policy Research
19
Reihe Ökonomie
19
Economics / Discussion papers : the open-access, open-assessment e-journal
18
Queen's Economics Department working paper
18
Working papers
18
Discussion paper series / IZA
17
CAMA working paper series
16
SFB 649 discussion paper
16
Sveriges Riksbank working paper series
15
AGDI working paper
14
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
14
Econometric Institute research papers
14
William Davidson Institute working papers series
14
BOFIT discussion papers
13
Cambridge working papers in economics
13
Discussion paper
13
Economics discussion papers
13
Policy research working paper : WPS
13
Research memorandum / METEOR
13
Working paper / Department of Economics, Lund University
13
Economics / Journal articles : the open-access, open-assessment journal
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
6
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:
7
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
Saved in:
8
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
9
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
10
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard
;
Shibaev, Sergei S.
-
2016
Persistent link: https://www.econbiz.de/10011573274
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->