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~isPartOf:"Econometric reviews"
~subject:"Estimation theory"
~subject:"Share price"
~type_genre:"Article in journal"
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Search: subject:"Error Correction Model"
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Estimation theory
Share price
Cointegration
59
Kointegration
59
Theorie
38
Theory
38
Schätztheorie
23
Time series analysis
21
Zeitreihenanalyse
21
Estimation
16
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11
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10
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10
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5
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Großbritannien
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Bohn Nielsen, Heino
2
Cavaliere, Giuseppe
2
Taylor, Robert
2
Wagner, Martin
2
Baltagi, Badi H.
1
Barassi, Marco R.
1
Boswijk, Herman Peter
1
Breitung, Jörg
1
Bresson, Georges
1
Brune, Barbara
1
Bura, Efstathia
1
Cappuccio, Nunzio
1
Carrion i Silvestre, Josep Lluís
1
Chevillon, Guillaume
1
De Angelis, Luca
1
Duffy, James A.
1
Guo, Feifei
1
Hendry, David F.
1
Hirukawa, Masayuki
1
Hlouskova, Jaroslava
1
Hsiao, Cheng
1
Karabiyik, Hande
1
Kim, Dukpa
1
Liang, Zhongwen
1
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1
Ling, Shiqing
1
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1
Martins, Luís Filipe
1
Miller, J. Isaac
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1
Narayan, Paresh Kumar
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Pirotte, Alain
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Roy, Nilanjana
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Sakudo, Mari
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Scherrer, Wolfgang
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1
Shalabh, ...
1
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Econometric reviews
Journal of econometrics
62
Economic modelling
32
International journal of economics and financial issues : IJEFI
31
Applied economics letters
28
Economics letters
28
International Journal of Energy Economics and Policy : IJEEP
28
Applied economics
26
Econometric theory
24
The North American journal of economics and finance : a journal of financial economics studies
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
International journal of economics and finance
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Econometrics : open access journal
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Research in international business and finance
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Energy economics
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The empirical economics letters : a monthly international journal of economics
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International review of economics & finance : IREF
17
International review of financial analysis
17
Finance research letters
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Cogent economics & finance
14
Journal of international financial markets, institutions & money
14
Theoretical and applied economics : GAER review
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The econometrics journal
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Global business review
10
Investment management and financial innovations
10
Journal of risk and financial management : JRFM
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance India : the quarterly journal of Indian Institute of Finance
9
International journal of financial research
9
Applied financial economics
8
Business and Economic Research : BER
8
International journal of finance & economics : IJFE
8
Journal of banking & finance
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Oxford bulletin of economics and statistics
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Review of quantitative finance and accounting
8
The journal of futures markets
8
Theoretical economics letters
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ECONIS (ZBW)
24
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1
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
5
Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
Saved in:
6
The estimation uncertainty of permanent-transitory decompositions in co-integrated systems
Schreiber, Sven
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10012181279
Saved in:
7
Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
Saved in:
8
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan
;
Sögner, Leopold
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
Saved in:
9
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
Saved in:
10
Bootstrap tests for time varying cointegration
Martins, Luís Filipe
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 466-483
Persistent link: https://www.econbiz.de/10012039357
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