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~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"
~subject:"Schätztheorie"
~subject:"USA"
~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
Schätztheorie
USA
Theorie
473
Theory
473
Estimation theory
80
Time series analysis
76
Zeitreihenanalyse
76
Estimation
68
Schätzung
68
Experiment
55
Stochastic process
50
Stochastischer Prozess
50
Nichtparametrisches Verfahren
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Nonparametric statistics
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42
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Cointegration
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Statistischer Test
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Auction theory
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XploRe
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Großbritannien
16
Portfolio selection
16
Portfolio-Management
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128
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2
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Gil-Alaña, Luis A.
19
Härdle, Wolfgang
14
Caporale, Guglielmo Maria
12
Spokojnyj, Vladimir G.
8
Breitung, Jörg
7
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Kim, Woocheol
4
Küchler, Uwe
4
Rieder, Helmut
4
Tjostheim, Dag
4
Trenkler, Carsten
4
Bunke, Olaf
3
Candelon, Bertrand
3
Horowitz, Joel
3
Hunter, John
3
Mammen, Enno
3
Sperlich, Stefan
3
Teyssière, Gilles
3
Weder, Mark
3
Yang, Lijian
3
Brüggemann, Ralf
2
Burda, Michael C.
2
Burke, Simon P.
2
Butucea, Cristina
2
Carcel, Hector
2
Cuñado Eizaguirre, Juncal
2
Cybakov, Aleksandr B.
2
Delecroix, Michel
2
Franke, Jürgen
2
Golubev, G.
2
Herwartz, Helmut
2
Karlsen, Hans Arnfinn
2
Lanne, Markku
2
Liptser, R.
2
Läuter, Henning
2
Nussbaum, Michael
2
Salau, M. O.
2
Tripathi, Gautam
2
Vasiliev, Vjatscheslav A.
2
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
Working paper / National Bureau of Economic Research, Inc.
1,452
Discussion paper / Centre for Economic Policy Research
388
Working paper
240
Discussion paper series / IZA
225
CESifo working papers
179
Finance and economics discussion series
172
Série des documents de travail / Centre de Recherche en Économie et Statistique
162
Discussion paper / Tinbergen Institute
154
CORE discussion paper : DP
112
Discussion paper / Center for Economic Research, Tilburg University
107
EUI working paper / ECO
83
Working paper series
83
Discussion paper
82
Cowles Foundation discussion paper
81
SFB 649 discussion paper
80
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
80
Technical working paper / National Bureau of Economic Research
70
Discussion paper series / Harvard Institute of Economic Research
67
Working paper series / European Central Bank
66
Staff reports / Federal Reserve Bank of New York
62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
62
International finance discussion papers
61
Working papers / Federal Reserve Bank of Philadelphia, Research Department
59
IMF working paper
57
Report / Econometric Institute, Erasmus University Rotterdam
56
Discussion papers in economics
50
Discussion paper / Department of Economics, University of California San Diego
47
Discussion papers of interdisciplinary research project 373
45
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
45
CREATES research paper
43
Staff report / Research Department, Federal Reserve Bank of Minneapolis
42
Working papers / The Levy Economics Institute
42
Discussion paper / Tinbergen Institute / Tinbergen Institute
41
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
37
Working papers / Penn Institute for Economic Research
37
Faculty & research / Insead : working paper series
36
Working papers / Rutgers University, Department of Economics
36
Working papers series / Federal Reserve Bank of San Francisco
36
CEMMAP working papers / Centre for Microdata Methods and Practice
35
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ECONIS (ZBW)
128
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1
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
2
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:
3
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:
4
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
5
Accounting for the determinants of banks' credit ratings
Hassan, Omaima A. G.
;
Barrell, Ray
-
2013
Persistent link: https://www.econbiz.de/10009731968
Saved in:
6
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
7
Arbitrage, market definition and monitoring a time series approach
Burke, Simon P.
;
Hunter, John
-
2012
Persistent link: https://www.econbiz.de/10009664471
Saved in:
8
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
Saved in:
9
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
10
Common trends, cointegration and competitive price behaviour
Burke, Simon P.
(
contributor
);
Hunter, John
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003671265
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