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~isPartOf:"Econometric reviews"
~language:"eng"
~subject:"Theorie"
~subject:"Wechselkurs"
~subject:"Welt"
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Search: subject_exact:"Kointegrationsanalyse"
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Theorie
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Cointegration
59
Kointegration
59
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23
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International Journal of Energy Economics and Policy : IJEEP
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Theoretical and applied economics : GAER review
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of financial analysis
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
2
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
3
Some notes on nonlinear cointegration : a partial review with some novel perspectives
Tjostheim, Dag
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 655-673
Persistent link: https://www.econbiz.de/10012262513
Saved in:
4
Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
Arsova, Antonia
;
Karaman Örsal, Deniz Dilan
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1033-1050
Persistent link: https://www.econbiz.de/10012040532
Saved in:
5
Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1485-1521
Persistent link: https://www.econbiz.de/10011592369
Saved in:
6
Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy
Anderson, Richard G.
;
Chauvet, Marcelle
;
Jones, Barry E.
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 228-254
Persistent link: https://www.econbiz.de/10011373295
Saved in:
7
A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
;
Oxley, Les
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 713-731
Persistent link: https://www.econbiz.de/10010363888
Saved in:
8
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
9
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
10
Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models
Kurita, Takamitsu
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 325-360
Persistent link: https://www.econbiz.de/10009515956
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