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~isPartOf:"CREATES research paper"
~subject:"Einheitswurzeltest"
~subject:"Panel study"
~subject:"Theorie"
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Search: subject_exact:"ARDL approach"
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Einheitswurzeltest
Panel study
Theorie
Cointegration
39
Kointegration
39
VAR model
20
VAR-Modell
20
Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
14
Schätztheorie
14
Theory
13
Estimation
11
Schätzung
11
Induktive Statistik
4
Modellierung
4
Scientific modelling
4
Statistical inference
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Börsenkurs
3
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3
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3
Share price
3
Statistical test
3
Statistischer Test
3
USA
3
United States
3
Außenwirtschaftstheorie
2
Capital income
2
Hedging
2
International economics
2
Kapitaleinkommen
2
Nichtlineare Regression
2
Nonlinear regression
2
Rational expectations
2
Rationale Erwartung
2
State space model
2
Unit root test
2
Volatility
2
Volatilität
2
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15
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15
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15
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English
15
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Nielsen, Morten Ørregaard
8
Johansen, Søren
5
Santucci de Magistris, Paolo
3
Rossi, Eduardo
2
Xu, Ke
2
Boswijk, Herman Peter
1
Callot, Laurent A. F.
1
Delle Monache, Davide
1
Dolatabadi, Sepideh
1
Dolatabadim, Sepideh
1
Franchi, Massimo
1
Grassi, Stefano
1
Haulde, Javier
1
Jansson, Michael
1
Jones, Maggie E. C.
1
MacKinnon, James G.
1
Narayan, Kumar Paresh
1
Popiel, Michal Ksawery
1
Swensen, Anders Rygh
1
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CREATES research paper
Economic modelling
90
Journal of econometrics
86
Applied economics
84
Economics letters
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Applied economics letters
64
Energy economics
51
Econometric theory
46
The empirical economics letters : a monthly international journal of economics
45
International Journal of Energy Economics and Policy : IJEEP
41
Econometric reviews
40
International journal of economics and financial issues : IJEFI
40
CESifo working papers
33
Oxford bulletin of economics and statistics
33
Working paper
33
Theoretical and applied economics : GAER review
31
Discussion papers of interdisciplinary research project 373
30
Journal of international money and finance
30
International journal of economics and finance
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
The econometrics journal
23
Journal of applied econometrics
22
International review of economics & finance : IREF
21
Journal of macroeconomics
21
International journal of forecasting
20
EUI working paper
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
International journal of finance & economics : IJFE
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Cogent economics & finance
17
IHS economics series : working paper
17
Journal of economic dynamics & control
17
Journal of economic studies
17
Journal of forecasting
16
Panoeconomicus
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Discussion paper / Tinbergen Institute
15
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ECONIS (ZBW)
15
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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
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:
3
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
4
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:
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
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:
7
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:
8
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:
9
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
Saved in:
10
Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10003968441
Saved in:
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