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~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~language:"eng"
~language:"tur"
~subject:"Kointegration"
~subject:"USA"
~type_genre:"Article in journal"
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Kointegration
USA
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
Regression analysis
480
Regressionsanalyse
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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343
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339
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321
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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
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232
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231
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227
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227
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225
Cointegration
221
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190
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514
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517
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6
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6
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2
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1
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Phillips, Peter C. B.
10
Slottje, Daniel Jonathan
8
Gil-Alaña, Luis A.
6
Johansen, Søren
6
Paruolo, Paolo
6
Robinson, Peter M.
6
Boswijk, Herman Peter
5
Franses, Philip Hans
5
Lütkepohl, Helmut
5
Nielsen, Morten Ørregaard
5
Park, Joon Y.
5
Rahbek, Anders
5
Xiao, Zhijie
5
Baltagi, Badi H.
4
Caporale, Guglielmo Maria
4
Corradi, Valentina
4
Diebold, Francis X.
4
Engle, Robert F.
4
Gupta, Rangan
4
Koop, Gary
4
Pesaran, M. Hashem
4
Saikkonen, Pentti
4
Wagner, Martin
4
Bollerslev, Tim
3
Breitung, Jörg
3
Chang, Yoosoon
3
Chen, Xiaohong
3
Dijk, Dick van
3
Gao, Jiti
3
Hualde, Javier
3
Jong, Robert M. de
3
Jorgenson, Dale Weldeau
3
Kao, Chihwa
3
Klaauw, Wilbert van der
3
Kleibergen, Frank
3
Klein, Lawrence Robert
3
Lucey, Brian M.
3
Mroz, Thomas A.
3
Paap, Richard
3
Ryu, Hang-keun
3
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
Research in international business and finance
The American economic review
2,012
Applied economics
1,474
The review of economics and statistics
1,428
The review of financial studies
1,377
The journal of finance : the journal of the American Finance Association
1,306
American journal of agricultural economics
1,271
Economics letters
976
Economic review
924
Journal of banking & finance
906
Economic inquiry : journal of the Western Economic Association International
852
Monthly labor review : MLR
848
National tax journal
841
Journal of financial economics
838
Journal of financial and quantitative analysis : JFQA
810
Southern economic journal
801
The journal of futures markets
791
Journal of human resources : JHR
773
Journal of money, credit and banking : JMCB
714
The journal of economic perspectives : EP ; a journal of the American Economic Association
699
Journal of political economy
676
Energy economics
654
The journal of law & economics
646
The quarterly journal of economics
640
Applied economics letters
637
American economic journal : a journal of the American Economic Association
603
Challenge
600
ILR review : the journal of work and policy
590
Health affairs : at the intersection of health, health care, and policy
588
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
566
Journal of labor economics
543
Journal of monetary economics
530
European journal of operational research : EJOR
515
Economic modelling
514
Journal of urban economics
509
Review / Federal Reserve Bank of St. Louis
507
Journal of economic issues : jei
498
Business economics : the journal of the National Association for Business Economists
492
Public choice
486
Contemporary economic policy : a journal of Western Economic Association International
479
Journal of public economics
476
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ECONIS (ZBW)
517
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1
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10
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517
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1
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:
2
Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? : evidence from the volatility-spillover effects
Cao, Li
;
Jiang, Junhua
;
Piljak, Vanja
- In:
Research in international business and finance
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014432635
Saved in:
3
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
4
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:
5
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:
6
Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?
Sakurai, Yuji
;
Kurosaki, Tetsuo
- In:
Research in international business and finance
65
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014436112
Saved in:
7
Large scale mean-variance strategies in the U.S. stock market
Pezzo, Luca
;
Wang, Lei
;
Zirek, Duygu
- In:
Research in international business and finance
66
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014462513
Saved in:
8
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem
;
Zaied, Younes Ben
;
Ben Lahouel, Bechir
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
Saved in:
9
Macroeconomic impact of the Sino-U.S. trade frictions : based on a two-country, two-sector DSGE model
Yang, Shanran
;
Shi, Benye
;
Yang, Fujia
- In:
Research in international business and finance
65
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014432630
Saved in:
10
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
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