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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Einheitswurzeltest"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
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Search: subject:"Cointegration"
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Einheitswurzeltest
Theorie
Cointegration
32
Kointegration
32
Theory
24
Estimation
17
Schätzung
17
Time series analysis
9
Unit root test
9
Zeitreihenanalyse
9
VAR model
6
VAR-Modell
6
Deutschland
5
Germany
5
Arbeitslosigkeit
4
Statistical test
4
Statistischer Test
4
USA
4
Unemployment
4
United States
4
Estimation theory
3
Geldnachfrage
3
Großbritannien
3
Money demand
3
Oil price
3
Schätztheorie
3
United Kingdom
3
Ölpreis
3
1975-1998
2
Aggregation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
EU countries
2
EU-Staaten
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Euro area
2
Eurozone
2
Geldpolitik
2
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Book / Working Paper
25
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Arbeitspapier
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Language
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English
25
Author
All
Gil-Alaña, Luis A.
9
Lütkepohl, Helmut
5
Saikkonen, Pentti
5
Trenkler, Carsten
4
Breitung, Jörg
3
Caporale, Guglielmo Maria
3
Brüggemann, Ralf
1
Candelon, Bertrand
1
Choi, In
1
Hassler, Uwe
1
Henry, S. G. B.
1
Herwartz, Helmut
1
Karlsen, Hans Arnfinn
1
Liang, Hua
1
Myklebust, Terje
1
Müller-Kademann, Christian
1
Neumann, Michael H.
1
Tjostheim, Dag
1
Wang, Naisyin
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
28
EUI working paper / ECO
28
CESifo working papers
21
Working paper
20
Discussion paper / Tinbergen Institute
15
IHS economics series : working paper
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
CREATES research paper
14
Discussion papers / Department of Economics, University of Copenhagen
14
Reihe Ökonomie
13
SFB 649 discussion paper
13
Cowles Foundation discussion paper
11
Queen's Economics Department working paper
11
Working papers
11
IMF working papers
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Economics and finance working paper series
9
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
8
Working paper series / European Central Bank ; Eurosystem
8
Discussion paper / Centre for Economic Policy Research
7
Research memorandum / METEOR
7
SSE EFI working paper series in economics and finance
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
6
Discussion paper / Department of Economics, University of California San Diego
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Econometric Institute research papers
6
Economics / Discussion papers : the open-access, open-assessment e-journal
6
IMF working paper
6
International finance discussion papers
6
Sveriges Riksbank working paper series
6
Working paper series
6
Working paper series / European Central Bank
6
Cahiers du Département d'Econométrie
5
Cambridge working papers in economics
5
DAE working paper
5
Discussion paper
5
Discussion papers / University of Leicester, Department of Economics
5
Econometrics papers
5
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ECONIS (ZBW)
25
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1
The effects of ignoring level shifts on systems
cointegration
tests
Trenkler, Carsten
-
2002
Persistent link: https://www.econbiz.de/10001730272
Saved in:
2
On the effects of aggregating cointegrated variables over time
Müller-Kademann, Christian
-
2002
Persistent link: https://www.econbiz.de/10001656711
Saved in:
3
On the small sample properties of weak exogeneity tests in cointegrated VAR models
Brüggemann, Ralf
-
2002
Persistent link: https://www.econbiz.de/10001656715
Saved in:
4
A parametric approach to the estimation of
cointegration
vectors in panel data
Breitung, Jörg
-
2002
Persistent link: https://www.econbiz.de/10001656716
Saved in:
5
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:
6
Unemployment and input prices : a fractional
cointegration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
7
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:
8
Inference on the
cointegration
rank in fractionally integrated processes
Breitung, Jörg
;
Hassler, Uwe
-
2000
Persistent link: https://www.econbiz.de/10001509562
Saved in:
9
Fractional
cointegration
and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
10
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
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