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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:"Unit root test"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Kointegration
Unit root test
Theorie
473
Theory
473
Estimation theory
80
Schätztheorie
80
Time series analysis
76
Zeitreihenanalyse
76
Estimation
68
Schätzung
68
Experiment
55
Stochastic process
50
Stochastischer Prozess
50
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Regression analysis
42
Regressionsanalyse
42
Game theory
40
Spieltheorie
40
Deutschland
38
Germany
38
Cointegration
31
Börsenkurs
30
Share price
30
Statistical test
29
Statistischer Test
29
USA
28
United States
28
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Volatilität
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PC software
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PC-Software
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24
Auction theory
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Auktionstheorie
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XploRe
19
Großbritannien
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Portfolio selection
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Portfolio-Management
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Statistical theory
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47
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47
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Gil-Alaña, Luis A.
17
Lütkepohl, Helmut
12
Saikkonen, Pentti
12
Caporale, Guglielmo Maria
9
Breitung, Jörg
5
Lanne, Markku
5
Trenkler, Carsten
4
Hunter, John
3
Balparda, Borja
2
Brüggemann, Ralf
2
Burke, Simon P.
2
Carcel, Hector
2
Ali, Faek Menla
1
Barros, Carlos Pestana
1
Candelon, Bertrand
1
Choi, In
1
Gregoriou, Andros
1
Hassler, Uwe
1
Henry, S. G. B.
1
Herwartz, Helmut
1
Karlsen, Hans Arnfinn
1
Liang, Hua
1
Myklebust, Terje
1
Müller, Christian
1
Müller-Kademann, Christian
1
Neumann, Michael H.
1
Tjostheim, Dag
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
Discussion papers of interdisciplinary research project 373
36
Cowles Foundation discussion paper
33
EUI working paper / ECO
30
CESifo working papers
22
Discussion paper / Tinbergen Institute
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
Working paper
20
Economics working paper
15
SSE EFI working paper series in economics and finance
15
CREATES research paper
14
Department of Economics discussion paper / Department of Economics, The University of Birmingham
14
Discussion paper / Department of Economics, University of California San Diego
14
IHS economics series : working paper
14
SFB 649 discussion paper
13
Discussion papers / Department of Economics, University of Copenhagen
12
Reihe Ökonomie
12
Queen's Economics Department working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Discussion paper / Centre for Economic Policy Research
10
Discussion papers in economics
10
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
10
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
IMF working papers
9
Journal of economic surveys
9
Research memorandum / METEOR
9
Cambridge working papers in economics
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
International finance discussion papers
8
Working paper series / European Central Bank ; Eurosystem
8
Working papers
8
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
7
Discussion papers / University of Leicester, Department of Economics
7
Econometric Institute research papers
7
Working paper series / Department of Economics, Auburn University
7
Discussion papers / National Institute of Economic and Social Research
6
Economics / Discussion papers : the open-access, open-assessment e-journal
6
Economics discussion papers
6
Finance and economics discussion series
6
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ECONIS (ZBW)
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1
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
2
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
3
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:
4
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
5
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:
6
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
7
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:
8
Arbitrage, market definition and monitoring a time series approach
Burke, Simon P.
;
Hunter, John
-
2012
Persistent link: https://www.econbiz.de/10009664471
Saved in:
9
Common trends, cointegration and competitive price behaviour
Burke, Simon P.
(
contributor
);
Hunter, John
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003671265
Saved in:
10
Non-normality and recursive unit root tests for PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003434214
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