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~language:"eng"
~person:"Cebula, Richard J."
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Cointegration"
~type_genre:"Article in journal"
~type_genre:"Article"
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Cointegration
Theorie
357
Theory
357
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220
United States
220
Estimation theory
104
Schätztheorie
104
Time series analysis
90
Zeitreihenanalyse
90
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82
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73
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73
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49
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49
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48
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48
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46
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46
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42
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42
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Cebula, Richard J.
Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Bahmani-Oskooee, Mohsen
85
Gil-Alaña, Luis A.
65
Shahbaz, Muhammad
65
Chang, Tsangyao
57
Narayan, Paresh Kumar
42
Caporale, Guglielmo Maria
41
Gupta, Rangan
41
Apergēs, Nikolaos
38
Tiwari, Aviral Kumar
37
Ramírez, Miguel D.
31
Herzer, Dierk
30
Lütkepohl, Helmut
28
Lee, Chien-chiang
27
Pradhan, Rudra Prakash
27
Arize, Augustine Chuck
25
Belke, Ansgar
25
Odhiambo, Nicholas M.
24
Payne, James E.
24
Tang, Chor Foon
24
Johansen, Søren
22
Westerlund, Joakim
21
Giri, Arun Kumar
20
Mahmood, Haider
20
Smyth, Russell
20
Arouri, Mohamed
19
Narayan, Seema
19
Rahman, A. K. M. Matiur
19
Beckmann, Joscha
18
Hammoudeh, Shawkat
18
Irandoust, Manuchehr
18
Katrakilides, K.
18
Paruolo, Paolo
18
Saikkonen, Pentti
18
Baek, Jungho
17
Balcilar, Mehmet
17
Holmes, Mark J.
17
Kouretas, Georgios P.
17
Kurita, Takamitsu
17
Nielsen, Morten Ørregaard
17
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10
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10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric reviews
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
41
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31
A contemporary investigation of causality between the primary government budget deficit and the ex ante real long term interest rate in the US
Cebula, Richard J.
- In:
Quarterly review / Banca Nazionale del Lavoro, Roma
55
(
2002
),
pp. 417-435
Persistent link: https://www.econbiz.de/10003106022
Saved in:
32
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
33
Optimal hedge ratios and temporal aggregation of cointegrated systems
Lien, Da-hsiang Donald
;
Leggio, Karyl
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 31-40
Persistent link: https://www.econbiz.de/10001695508
Saved in:
34
Budget deficits, capital flows, and long-term interest rates : cointegration findings for the United Kingdom
Cebula, Richard J.
- In:
International advances in economic research : IAER ; an …
5
(
1999
)
4
,
pp. 489-495
Persistent link: https://www.econbiz.de/10001490666
Saved in:
35
Efficient detrending in cointegrating regression
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Econometric theory
15
(
1999
)
4
,
pp. 519-548
Persistent link: https://www.econbiz.de/10001492212
Saved in:
36
Forecasting the Nikkei Spot Index with fractional cointegartion
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of forecasting
18
(
1999
)
4
,
pp. 259-273
Persistent link: https://www.econbiz.de/10001434450
Saved in:
37
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
5
,
pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853
Saved in:
38
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
Saved in:
39
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
40
Vector autoregressions and causality
Toda, Hiro Y.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
6
,
pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
Saved in:
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