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~isPartOf:"New directions in macromodelling"
~subject:"Cointegration"
~type:"article"
~type_genre:"Book section"
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Cointegration
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Karpuś, Piotr
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Ke̜błowski, Piotr
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Maringer, Dietmar G.
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Osiewalski, Jacek
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New directions in macromodelling
Essays in honor of Joon Y. Park : econometric theory
6
Handbook of economic forecasting ; Vol. 1
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
2
Implikationen der Währungsunion für makroökonometrische Modelle
2
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
2
Progress in financial markets research
2
Selected topics in applied econometrics
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in economics and econometrics ; Volume 2
1
Algorithmic approaches to financial technology : forecasting, trading, and optimization
1
Business Development and Economic Governance in Southeastern Europe : 13th International Conference on the Economies of the Balkan and Eastern European Countries (EBEEC), Pafos, Cyprus, 2021
1
Cointegration for the applied economist
1
Econometric techniques and macroeconomics
1
Economic growth : theory and practice
1
Economic miracles in the European economies
1
Economics and Finance Readings : Selected Papers from Asia-Pacific Conference on Economics & Finance, 2022
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Essays in honor of Peter C. B. Phillips
1
Essays on financial time series analysis
1
Essener Beiträge zur empirischen Wirtschaftsforschung : Festschrift für Prof. Dr. Walter Assenmacher
1
Exchange rates : dynamics, expectations and adjustment
1
Festschrift in honor of Peter Schmidt : econometric methods and applications
1
Functional structure and approximation in econometrics
1
Growth and cycle in the Euro-zone
1
Handbook of financial time series
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
Handbook of research methods and applications in empirical macroeconomics
1
Handbook of research on decision-making techniques in financial marketing
1
International macroeconomics : recent developments
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Monetary transmission mechanisms and central bank policy : essays in econometric modelling
1
Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
1
New Dynamics in Banking and Finance : 5th International Conference on Banking and Finance Perspectives, Famagusta, Cyprus
1
New tools of economic dynamics
1
Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles
1
Nonstationary panels, panel cointegration, and dynamic panels
1
On seasonality and cointegration
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Inflation, money growth, and I(2) analysis
Jusélius, Katarina
- In:
New directions in macromodelling
,
(pp. 69-106)
.
2004
Persistent link: https://www.econbiz.de/10002717325
Saved in:
2
Recent advances in cointegration analysis
Lütkepohl, Helmut
- In:
New directions in macromodelling
,
(pp. 107-146)
.
2004
Persistent link: https://www.econbiz.de/10002717331
Saved in:
3
Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification
Osiewalski, Jacek
;
Pipień, Mateusz
- In:
New directions in macromodelling
,
(pp. 174-196)
.
2004
Persistent link: https://www.econbiz.de/10002717349
Saved in:
4
Modelling Polish economy: an application of SVEqCM
Welfe, Aleksander
;
Karpuś, Piotr
;
Ke̜błowski, Piotr
- In:
New directions in macromodelling
,
(pp. 197-211)
.
2004
Persistent link: https://www.econbiz.de/10002717546
Saved in:
5
Optimal lag structure selection in VEC-Models
Winker, Peter
;
Maringer, Dietmar G.
- In:
New directions in macromodelling
,
(pp. 213-234)
.
2004
Persistent link: https://www.econbiz.de/10002717560
Saved in:
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