//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric theory"
~subject:"Estimation theory"
~subject:"Share price"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Error Correction Model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Share price
Theorie
Cointegration
77
Kointegration
77
Theory
40
Schätztheorie
24
Time series analysis
24
Zeitreihenanalyse
24
Regression analysis
12
Regressionsanalyse
12
VAR model
11
VAR-Modell
11
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Einheitswurzeltest
7
Nichtlineare Regression
7
Nonlinear regression
7
Unit root test
7
Estimation
6
Schätzung
6
Heteroscedasticity
4
Heteroskedastizität
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Statistical test
4
Statistischer Test
4
Stochastic process
4
Stochastischer Prozess
4
Autocorrelation
3
Autokorrelation
3
Modellierung
3
Ranking method
3
Ranking-Verfahren
3
Scientific modelling
3
Aggregation
2
Bayes-Statistik
2
Bayesian inference
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Induktive Statistik
2
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
59
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
60
Author
All
Phillips, Peter C. B.
10
Wang, Qiying
6
Lütkepohl, Helmut
5
Saikkonen, Pentti
5
Magdalinos, Tassos
3
Rahbek, Anders
3
Choi, In
2
Johansen, Søren
2
Kasparis, Ioannis
2
Paruolo, Paolo
2
Rodrigues, Paulo M. M.
2
Taylor, Robert
2
Aparicio, Felipe M.
1
Arteche, Josu
1
Barrio Castro, Tomás del
1
Bierens, Herman J.
1
Breitung, Jörg
1
Bunzel, Helle
1
Cavaliere, Giuseppe
1
Cavaliere, Guiseppe
1
Chambers, Marcus J.
1
Chevillon, Guillaume
1
De Angelis, Luca
1
Dong, Chaohua
1
Duffy, James A.
1
Elliott, Graham
1
Escribano, Álvaro
1
Franchi, Massimo
1
Gao, Jiti
1
Grégoir, Stéphane
1
Hahn, Sang B.
1
Haldrup, Niels
1
Harris, David
1
Hassler, Uwe
1
Haug, Alfred Albert
1
Hong, Seung Hyun
1
Hoover, Kevin D.
1
Hsiao, Cheng
1
Hu, Zhishui
1
Hualde, Javier
1
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
133
Economics letters
76
Economic modelling
75
Applied economics
72
Econometric reviews
56
Applied economics letters
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
International journal of economics and financial issues : IJEFI
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Energy economics
34
International Journal of Energy Economics and Policy : IJEEP
33
International journal of economics and finance
33
Discussion papers of interdisciplinary research project 373
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
The empirical economics letters : a monthly international journal of economics
32
CESifo working papers
30
Oxford bulletin of economics and statistics
30
Discussion paper / Tinbergen Institute
29
The econometrics journal
28
CREATES research paper
27
Econometrics : open access journal
27
The North American journal of economics and finance : a journal of financial economics studies
27
International journal of forecasting
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Research in international business and finance
24
International review of financial analysis
23
Journal of international money and finance
23
Cowles Foundation discussion paper
22
International review of economics & finance : IREF
22
Finance research letters
21
Journal of applied econometrics
21
Working paper
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Discussion papers / Department of Economics, University of Copenhagen
19
Journal of forecasting
19
Journal of international financial markets, institutions & money
18
Discussion paper / Department of Economics, University of California San Diego
17
EUI working paper
17
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
2
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
3
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
Saved in:
4
Latent variable nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
;
Kasparis, Ioannis
- In:
Econometric theory
37
(
2021
)
1
,
pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
Saved in:
5
Cointegration in functional autoregressive processes
Franchi, Massimo
;
Paruolo, Paolo
- In:
Econometric theory
36
(
2020
)
5
,
pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
Saved in:
6
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
7
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
8
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
9
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric theory
34
(
2018
)
4
,
pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
Saved in:
10
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1387-1417
Persistent link: https://www.econbiz.de/10011810424
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->