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~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~language:"eng"
~language:"tur"
~subject:"Kointegration"
~subject:"Panel"
~type_genre:"Article in journal"
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Subject
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Kointegration
Panel
Theorie
1,751
Theory
1,751
Estimation theory
1,612
Schätztheorie
1,612
Time series analysis
713
Zeitreihenanalyse
713
Estimation
690
Schätzung
685
Volatility
575
Volatilität
573
Nichtparametrisches Verfahren
549
Nonparametric statistics
549
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480
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480
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397
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397
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378
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378
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359
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359
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343
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339
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339
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321
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321
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305
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304
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289
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289
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271
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271
Method of moments
232
Momentenmethode
231
Stochastic process
227
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227
China
225
Cointegration
221
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190
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268
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542
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4
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Article in journal
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546
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9
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9
Collection of articles of several authors
4
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4
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2
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1
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1
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Language
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English
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Phillips, Peter C. B.
18
Su, Liangjun
13
Pesaran, M. Hashem
12
Baltagi, Badi H.
11
Robinson, Peter M.
11
Gao, Jiti
10
Hsiao, Cheng
9
Xiao, Zhijie
9
Bai, Jushan
8
Westerlund, Joakim
8
Lee, Lung-fei
7
Li, Kunpeng
7
Shin, Yongcheol
7
Yamagata, Takashi
7
Fernández-Val, Iván
6
Johansen, Søren
6
Li, Qi
6
Moon, Hyungsik Roger
6
Sarafidis, Vasilis
6
Schmidt, Peter
6
Yu, Jihai
6
Boswijk, Herman Peter
5
Kao, Chihwa
5
Lütkepohl, Helmut
5
Nielsen, Morten Ørregaard
5
Okui, Ryo
5
Paruolo, Paolo
5
Peng, Bin
5
Rahbek, Anders
5
Trapani, Lorenzo
5
Chang, Yoosoon
4
Galvão Júnior, Antônio Fialho
4
Gil-Alaña, Luis A.
4
Hayakawa, Kazuhiko
4
Jong, Robert M. de
4
Kapetanios, George
4
Khalaf, Lynda
4
Lamarche, Carlos
4
Palm, Franz C.
4
Perron, Benoit
4
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Journal of econometrics
Research in international business and finance
Applied economics
537
Economic modelling
433
International Journal of Energy Economics and Policy : IJEEP
389
Economics letters
386
Energy economics
346
Applied economics letters
344
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
294
The empirical economics letters : a monthly international journal of economics
253
International journal of economics and financial issues : IJEFI
243
International journal of economics and finance
201
Econometric reviews
160
Cogent economics & finance
151
Theoretical and applied economics : GAER review
147
Econometric theory
135
International review of economics & finance : IREF
135
Journal of applied econometrics
124
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
The econometrics journal
111
Economies : open access journal
109
Economic research
99
Tourism economics : the business and finance of tourism and recreation
97
Journal of international money and finance
95
Oxford bulletin of economics and statistics
92
International journal of finance & economics : IJFE
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
86
Finance research letters
83
Journal of policy modeling : JPMOD ; a social science forum of world issues
81
Journal of international financial markets, institutions & money
77
The North American journal of economics and finance : a journal of financial economics studies
75
Empirical economics : a quarterly journal of the Institute for Advanced Studies
72
Panoeconomicus
72
Global business review
71
The journal of developing areas
70
Applied econometrics and international development
69
Iranian economic review : journal of University of Tehran
69
Modern economy
69
International journal of forecasting
68
Journal of economic studies
68
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ECONIS (ZBW)
546
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1
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546
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1
Financial inclusion and income inequality in developing countries : the role of aging populations
Jamil, Abd Rahim Md
;
Hook, Law Siong
;
Khair-Afham, M. S.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014451504
Saved in:
2
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
3
Detecting the hidden asymmetric relationship between crude oil and the US dollar : a novel neural Granger causality method
Wang, Lu
;
Ruan, Hang
;
Hong, Yanran
;
Luo, Keyu
- In:
Research in international business and finance
64
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014279939
Saved in:
4
Dynamic clustering of multivariate panel data
João, Igor Custodio
;
Lucas, André
;
Schaumburg, Julia
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
Saved in:
5
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
6
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
7
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
8
Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014433839
Saved in:
9
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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