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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Reihe Ökonomie"
~isPartOf:"Working paper / Department of Economics, Lund University"
~type_genre:"Arbeitspapier"
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Cointegration
68
Kointegration
68
Theorie
36
Theory
36
Estimation
24
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24
Einheitswurzeltest
16
Unit root test
16
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Wagner, Martin
11
Westerlund, Joakim
11
Gil-Alaña, Luis A.
9
Lütkepohl, Helmut
6
Caporale, Guglielmo Maria
5
Saikkonen, Pentti
5
Breitung, Jörg
4
Jumah, Adusei
4
Kunst, Robert M.
4
Trenkler, Carsten
4
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3
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3
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2
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2
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2
Hong, Seung Hyun
2
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2
Wolters, Jürgen
2
Andersson, Fredrik N.
1
Bauer, Dietmar
1
Candelon, Bertrand
1
Cerrato, Mario
1
Choi, In
1
Costantini, Mauro
1
Hahn, Elke
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Hassler, Uwe
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Henry, S. G. B.
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Hjelm, Göran
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Holtemöller, Oliver
1
Johansson, Martin W.
1
Karlsen, Hans Arnfinn
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Liang, Hua
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Liu, Shuangzhe
1
Mutl, Jan
1
Myklebust, Terje
1
Müller, Christian
1
Müller-Kademann, Christian
1
Neumann, Michael H.
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Reihe Ökonomie
Working paper / Department of Economics, Lund University
CESifo working papers
87
Working paper
76
Discussion paper / Tinbergen Institute
46
Discussion papers / Department of Economics, University of Copenhagen
44
EUI working paper / ECO
42
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41
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41
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39
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30
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18
Economics / Discussion papers : the open-access, open-assessment e-journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
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ECONIS (ZBW)
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1
Parameter estimation and inference with spatial lags and
cointegration
Mutl, Jan
;
Sögner, Leopold
-
2013
correlation of credit default spreads is substantial and highly significant. -- dynamic ordinary least squares ;
cointegration
…
Persistent link: https://www.econbiz.de/10009744106
Saved in:
2
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.
;
Wagner, Martin
-
2011
Persistent link: https://www.econbiz.de/10008902919
Saved in:
3
Sensitivity analysis of SAR estimators : a numerical approximation
Liu, Shuangzhe
;
Polasek, Wolfgang
;
Sellner, Richard
-
2011
Persistent link: https://www.econbiz.de/10008902987
Saved in:
4
Cointegrating polynomial regressions : fully modified OLS estimation and inference
Hong, Seung Hyun
;
Wagner, Martin
-
2011
specification as well as a KPSS-type test for
cointegration
are derived. The theoretical analysis is complemented by a simulation …
Persistent link: https://www.econbiz.de/10009228949
Saved in:
5
Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis
;
Vogelsang, Timothy J.
;
Wagner, Martin
-
2011
-unit
cointegration
, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …
Persistent link: https://www.econbiz.de/10009228950
Saved in:
6
Cointegration
analysis with state space models
Wagner, Martin
-
2010
Persistent link: https://www.econbiz.de/10003931105
Saved in:
7
Finite sample correction factors for panel
cointegration
tests
Hlouskova, Jaroslava
;
Wagner, Martin
-
2009
Persistent link: https://www.econbiz.de/10003931103
Saved in:
8
Bandspectrum
cointegration
Andersson, Fredrik N.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003789269
Saved in:
9
Nonlinear
cointegration
analysis and the environmental Kuznets curve
Hong, Seung Hyun
;
Wagner, Martin
-
2008
Persistent link: https://www.econbiz.de/10003735935
Saved in:
10
The performance of panel
cointegration
methods : results from a large scale simulation study
Wagner, Martin
;
Hlouskova, Jaroslava
-
2007
Persistent link: https://www.econbiz.de/10003510803
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