//--> //--> //--> //-->
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:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Exchange rate"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Exchange rate
Cointegration
161
Kointegration
161
Theorie
72
Theory
72
Schätztheorie
62
Time series analysis
56
Zeitreihenanalyse
56
VAR model
30
VAR-Modell
30
Regression analysis
27
Regressionsanalyse
27
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Statistical test
20
Statistischer Test
20
Einheitswurzeltest
19
Unit root test
19
Estimation
18
Schätzung
18
Panel
13
Panel study
13
Nichtlineare Regression
12
Nonlinear regression
12
Bootstrap approach
9
Bootstrap-Verfahren
9
Ranking method
9
Ranking-Verfahren
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Kleinste-Quadrate-Methode
8
Least squares method
8
Prognoseverfahren
8
Correlation
7
Korrelation
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Volatility
6
Volatilität
6
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
62
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
63
Author
All
Phillips, Peter C. B.
6
Gao, Jiti
3
Hualde, Javier
3
Tu, Yundong
3
Wang, Qiying
3
Chambers, Marcus J.
2
Hualde, J.
2
Johansen, Søren
2
Khalaf, Lynda
2
Lee, Ji Hyung
2
Li, Degui
2
Paruolo, Paolo
2
Robinson, Peter M.
2
Urga, Giovanni
2
Wagner, Martin
2
Xiao, Zhijie
2
Akker, Ramon van den
1
Anderson, T. W.
1
Barigozzi, Matteo
1
Bergamelli, Michele
1
Bianchi, Annamaria
1
Boswijk, Herman Peter
1
Busch, Marie
1
Carrion i Silvestre, Josep Lluís
1
Chan, Nigel
1
Chang, Yoosoon
1
Chen, Xiaohong
1
Cho, Jin Seo
1
Choi, In
1
Christensen, Bent Jesper
1
Dijk, Dick van
1
Dong, Chaohua
1
Fan, Rui
1
Fanelli, Luca
1
Fasen, Vicky Maria
1
Franses, Philip Hans
1
Gao, Zhan
1
Georgiev, Iliyan
1
Gomez-Biscarri, Javier
1
Grabarczyk, Peter
1
more ...
less ...
Published in...
All
Journal of econometrics
Applied economics
45
International journal of economics and financial issues : IJEFI
40
Economic modelling
34
International Journal of Energy Economics and Policy : IJEEP
27
Applied economics letters
25
Econometric theory
25
International journal of economics and finance
24
Econometric reviews
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
The North American journal of economics and finance : a journal of financial economics studies
22
Economics letters
21
The empirical economics letters : a monthly international journal of economics
20
Cogent economics & finance
18
Econometrics : open access journal
17
Journal of international financial markets, institutions & money
16
Discussion paper / Tinbergen Institute
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
CREATES research paper
14
Cowles Foundation discussion paper
14
Journal of international money and finance
12
Journal of risk and financial management : JRFM
12
The econometrics journal
12
Theoretical and applied economics : GAER review
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
CBN journal of applied statistics
11
CESifo working papers
11
Energy economics
11
International journal of finance & economics : IJFE
11
International review of economics & finance : IREF
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Global business review
10
The journal of international trade & economic development
10
Cowles Foundation Discussion Paper
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
9
Open economies review
9
Research in international business and finance
9
The International trade journal
9
The journal of developing areas
9
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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:
3
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
4
An automated approach towards sparse single-equation cointegration modelling
Smeekes, Stephan
;
Wijler, Etienne
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 247-276
Persistent link: https://www.econbiz.de/10012618835
Saved in:
5
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
6
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
7
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
8
Inferential theory for heterogeneity and cointegration in large panels
Trapani, Lorenzo
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 474-503
Persistent link: https://www.econbiz.de/10012618525
Saved in:
9
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
10
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->