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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Theorie"
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Search: subject:"Cointegration"
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Theorie
Cointegration
32
Kointegration
32
Theory
24
Estimation
17
Schätzung
17
Einheitswurzeltest
9
Time series analysis
9
Unit root test
9
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Arbeitslosigkeit
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Estimation theory
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Großbritannien
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1975-1998
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English
24
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Gil-Alaña, Luis A.
8
Lütkepohl, Helmut
5
Saikkonen, Pentti
5
Trenkler, Carsten
4
Breitung, Jörg
3
Caporale, Guglielmo Maria
2
Brüggemann, Ralf
1
Candelon, Bertrand
1
Choi, In
1
Hassler, Uwe
1
Henry, S. G. B.
1
Herwartz, Helmut
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Karlsen, Hans Arnfinn
1
Liang, Hua
1
Myklebust, Terje
1
Müller-Kademann, Christian
1
Neumann, Michael H.
1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
72
Economics letters
53
Applied economics
50
Economic modelling
48
Econometric theory
40
Econometric reviews
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Applied economics letters
30
Discussion papers of interdisciplinary research project 373
27
EUI working paper / ECO
27
Oxford bulletin of economics and statistics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
International journal of economics and financial issues : IJEFI
20
International journal of forecasting
20
Journal of applied econometrics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Energy economics
19
Journal of international money and finance
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
The econometrics journal
17
Journal of forecasting
16
The empirical economics letters : a monthly international journal of economics
16
Working paper
16
CESifo working papers
15
Discussion paper / Tinbergen Institute
15
Journal of economic dynamics & control
15
International journal of economics and finance
14
CREATES research paper
13
Journal of economic surveys
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Discussion papers / Department of Economics, University of Copenhagen
12
Macroeconomic dynamics
12
SFB 649 discussion paper
12
Discussion paper / Department of Economics, University of California San Diego
11
ECB Working Paper
11
International review of financial analysis
11
Econometrics : open access journal
10
IHS economics series : working paper
10
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ECONIS (ZBW)
24
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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
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:
10
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
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