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~isPartOf:"Economic modelling"
~subject:"Cointegration"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject:"Zeitreihenanalyse"
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Cointegration
Theory
Time series analysis
265
Zeitreihenanalyse
265
Theorie
112
Estimation
100
Schätzung
100
Forecasting model
59
Prognoseverfahren
59
Volatility
57
Volatilität
56
Kointegration
41
State space model
37
Zustandsraummodell
37
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34
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Unit root test
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17
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138
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Kim, Jong-Min
3
Arčabić, Vladimir
2
Baruník, Jozef
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Gil-Alaña, Luis A.
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Li, Yong
2
Paradiso, Antonio
2
Ranjbar, Omid
2
Salisu, Afees A.
2
Seong, Byeongchan
2
Shahbaz, Muhammad
2
Su, Chi-Wei
2
Yoon, Gawon
2
Adeleke, Adegoke Ibrahim
1
Ahamada, Ibrahim
1
Ahmed, Ashraf U.
1
Alam, Mahmudul
1
Alamoudi, L.
1
Alanya-Beltran, Willy
1
Alemany, Nuria
1
Amirkhalkhali, Saleh
1
Anatolyev, Stanislav
1
Andrés, Antonio R.
1
Aragó, Vicent
1
Arouri, Mohamed
1
Avdoulas, Christos
1
Bacchiocchi, Emanuele
1
Bahmani-Oskooee, Mohsen
1
Baillie, Richard
1
Banerjee, Piyali
1
Bao, Yukun
1
Bastianin, Andrea
1
Bekiros, Stelios
1
Belomestny, Denis
1
Benhmad, François
1
Bertelli, Stefano
1
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Economic modelling
Journal of econometrics
360
International journal of forecasting
325
Economics letters
280
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
242
Journal of forecasting
225
Econometric theory
202
Econometric reviews
139
Applied economics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Journal of applied econometrics
92
Applied economics letters
91
Computational economics
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Energy economics
72
Journal of economic dynamics & control
67
Oxford bulletin of economics and statistics
57
Econometrics : open access journal
56
Journal of empirical finance
53
The econometrics journal
52
Journal of macroeconomics
48
European journal of operational research : EJOR
45
Finance research letters
42
The review of economics and statistics
41
International Journal of Energy Economics and Policy : IJEEP
39
Macroeconomic dynamics
38
The empirical economics letters : a monthly international journal of economics
37
Journal of time series econometrics
36
Applied financial economics
35
Journal of economic surveys
33
Journal of international money and finance
32
Journal of banking & finance
31
Journal of the American Statistical Association : JASA
31
International review of economics & finance : IREF
30
Journal of risk and financial management : JRFM
30
The North American journal of economics and finance : a journal of financial economics studies
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
International journal of economics and financial issues : IJEFI
29
Risks : open access journal
29
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ECONIS (ZBW)
138
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10
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138
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1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
3
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
4
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
5
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
6
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
7
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
8
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
9
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
10
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
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