//--> //--> //-->
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:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of econometrics"
~isPartOf:"Panoeconomicus"
~person:"Saikkonen, Pentti"
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: subject_exact:"VECM approach"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
9
Kointegration
9
Theorie
9
Theory
9
VAR model
7
VAR-Modell
7
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Autocorrelation
1
Autokorrelation
1
Currency crisis
1
Dynamische Wirtschaftstheorie
1
Econometric model
1
Economic dynamics
1
Estimation
1
Exchange rate
1
Indonesia
1
Indonesien
1
Interest rate
1
Multiplier
1
Multiplikator
1
Nichtlineare Regression
1
Nonlinear regression
1
Regression analysis
1
Regressionsanalyse
1
Schätzung
1
South Korea
1
Südkorea
1
Time series analysis
1
Wechselkurs
1
Währungskrise
1
Zeitreihenanalyse
1
Zins
1
Ökonometrisches Modell
1
more ...
less ...
Type of publication
All
Book / Working Paper
5
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
9
Author
All
Saikkonen, Pentti
Lütkepohl, Helmut
11
Phillips, Peter C. B.
10
Gil-Alaña, Luis A.
9
Breitung, Jörg
6
Johansen, Søren
6
Robinson, Peter M.
6
Boswijk, Herman Peter
5
Nielsen, Morten Ørregaard
5
Paruolo, Paolo
5
Rahbek, Anders
5
Trenkler, Carsten
5
Xiao, Zhijie
5
Herwartz, Helmut
4
Wagner, Martin
4
Arestis, Philip
3
Brüggemann, Ralf
3
Caporale, Guglielmo Maria
3
Choi, In
3
Corradi, Valentina
3
Gao, Jiti
3
Hassler, Uwe
3
Hualde, Javier
3
Jong, Robert M. de
3
Kleibergen, Frank
3
Park, Joon Y.
3
Swanson, Norman R.
3
Taylor, Robert
3
Tu, Yundong
3
Urga, Giovanni
3
Wang, Qiying
3
Baltagi, Badi H.
2
Cavaliere, Giuseppe
2
Chambers, Marcus J.
2
Chang, Yoosoon
2
Christensen, Bent Jesper
2
Davidson, James E. H.
2
Dijk, Dick van
2
Franses, Philip Hans
2
González, Ana Rosa
2
more ...
less ...
Published in...
All
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
Panoeconomicus
Discussion papers of interdisciplinary research project 373
10
Econometric theory
5
EUI working paper / ECO
4
The econometrics journal
3
Econometric reviews
2
Bank of Finland research discussion papers
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Macroeconomic dynamics
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
SFB 649 discussion paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
Saved in:
2
Stability results for nonlinear error correction models
Saikkonen, Pentti
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10002756922
Saved in:
3
Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 201-229
Persistent link: https://www.econbiz.de/10001738893
Saved in:
4
Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
Saikkonen, Pentti
-
2001
Persistent link: https://www.econbiz.de/10001652439
Saved in:
5
Testing for the cointegrating rank of a VAR process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2001
Persistent link: https://www.econbiz.de/10001618757
Saved in:
6
Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
Saved in:
7
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001543855
Saved in:
8
Comparison of tests for the cointegrative rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001470724
Saved in:
9
Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti
;
Choi, In
-
2000
Persistent link: https://www.econbiz.de/10001555318
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->