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~person:"Guillén, Osmani Teixeira de Carvalho"
~person:"Mustofa Usman"
~subject:"Cointegration"
~subject:"Indonesien"
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Search: subject_exact:"VARMA model"
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Cointegration
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24
VAR-Modell
24
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21
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21
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13
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13
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9
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forecasting
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Guillén, Osmani Teixeira de Carvalho
Mustofa Usman
Lütkepohl, Helmut
58
Johansen, Søren
41
Nielsen, Morten Ørregaard
35
Jusélius, Katarina
32
Saikkonen, Pentti
30
Rahbek, Anders
23
Kurita, Takamitsu
20
Trenkler, Carsten
18
Bohn Nielsen, Heino
17
Hecq, Alain W. J.
16
Warne, Anders
13
Cavaliere, Giuseppe
12
Strachan, Rodney W.
12
Engsted, Tom
11
Nielsen, Bent
11
Urbain, Jean-Pierre
11
Benati, Luca
10
Johansen, Soren
10
Swensen, Anders Rygh
10
Taylor, Robert
10
Belke, Ansgar
9
Krolzig, Hans-Martin
9
Palm, Franz C.
9
Paruolo, Paolo
9
Xu, Ke
9
Carstensen, Kai
8
Juselius, Mikael
8
Velinov, Anton
8
Weber, Enzo
8
Babula, Ronald Alexander
7
Boswijk, Herman Peter
7
Caporale, Guglielmo Maria
7
Dolatabadi, Sepideh
7
Haldrup, Niels
7
Hansen, Gerd
7
Issler, João Victor
7
Koop, Gary
7
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Ensaios econômicos
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International Journal of Energy Economics and Policy : IJEEP
3
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
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1
Analysis of some energy and economics variables by using VECMX model in Indonesia
Mustofa Usman
;
Loves, Luvita
;
Russel, Edwin
;
Ansori, Muslim
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 91-102
Persistent link: https://www.econbiz.de/10013190091
Saved in:
2
Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono
;
Russel, Edwin
;
Putri, Almira Rizka
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10012488433
Saved in:
3
Modeling and forecasting by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 240-247
Persistent link: https://www.econbiz.de/10012386807
Saved in:
4
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011457215
Saved in:
5
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2014
Persistent link: https://www.econbiz.de/10011456434
Saved in:
6
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10011455896
Saved in:
7
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10010342792
Saved in:
8
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
Saved in:
9
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003512776
Saved in:
10
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco
;
Souza, Reinaldo Castro
- In:
Brazilian review of econometrics : the review of the …
29
(
2009
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10009627795
Saved in:
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