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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Zeitreihenanalyse"
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Search: subject:"Error Correction Model"
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Zeitreihenanalyse
Cointegration
116
Kointegration
116
Theorie
58
Theory
58
Estimation
44
Schätzung
44
Time series analysis
32
VAR model
20
VAR-Modell
20
Panel
18
Panel study
18
Einheitswurzeltest
16
Estimation theory
16
Schätztheorie
16
Statistical test
16
Statistischer Test
16
Unit root test
16
USA
12
United States
12
Großbritannien
10
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10
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Börsenkurs
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Share price
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fractional integration
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Deutschland
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EU countries
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EU-Staaten
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Germany
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Kaufkraftparität
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Oil price
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Purchasing power parity
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Strukturbruch
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Wechselkurs
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23
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9
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10
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English
33
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Gil-Alaña, Luis A.
16
Caporale, Guglielmo Maria
13
Carcel, Hector
3
Hanck, Christoph
2
Hunter, John
2
Palm, Franz C.
2
Urbain, Jean-Pierre
2
Banerjee, Anindya
1
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Berenguer-Rico, Vanessa
1
Breitung, Jörg
1
Burke, Simon P.
1
Carrion i Silvestre, Josep Lluís
1
Choi, In
1
Cubadda, Gianluca
1
Demetrescu, Matei
1
Franses, Philip Hans
1
Galvão Júnior, Antônio Fialho
1
Gengenbach, Christian
1
Hall, Stephen G.
1
Haug, Alfred Albert
1
Hecq, Alain W. J.
1
Kunst, Robert M.
1
Lütkepohl, Helmut
1
Montes-Rojas, Gabriel
1
Müller-Kademann, Christian
1
Park, Sung Y.
1
Saikkonen, Pentti
1
Tabaghdehi, Seyedeh Asieh
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
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Discussion papers of interdisciplinary research project 373
Economics and finance working paper series
Oxford bulletin of economics and statistics
Journal of econometrics
56
Economic modelling
41
Applied economics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Applied economics letters
28
International Journal of Energy Economics and Policy : IJEEP
27
Economics letters
25
Econometric theory
24
CESifo working papers
23
Energy economics
23
Econometric reviews
21
The empirical economics letters : a monthly international journal of economics
21
International journal of forecasting
19
Discussion papers / Department of Economics, University of Copenhagen
18
International journal of economics and financial issues : IJEFI
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometrics : open access journal
16
CREATES research paper
15
Working paper
13
Cowles Foundation discussion paper
12
Modern economy
12
Business and Economic Research : BER
11
Journal of economic surveys
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Journal of macroeconomics
10
The North American journal of economics and finance : a journal of financial economics studies
10
The econometrics journal
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CBN journal of applied statistics
9
Cogent economics & finance
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion paper / Tinbergen Institute
9
International journal of economics and finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Research in international business and finance
9
Computational economics
8
International review of economics & finance : IREF
8
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ECONIS (ZBW)
33
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1
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
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
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
4
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
Saved in:
5
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10011448197
Saved in:
6
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
7
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
8
Cointegration and US regional gasoline prices : testing market efficiency from the stationarity of price proportions
Hunter, John
;
Tabaghdehi, Seyedeh Asieh
-
2013
Persistent link: https://www.econbiz.de/10009731971
Saved in:
9
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:
10
Arbitrage, market definition and monitoring a time series approach
Burke, Simon P.
;
Hunter, John
-
2012
Persistent link: https://www.econbiz.de/10009664471
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