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~subject:"Kointegration"
~type:"article"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
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Kointegration
Time series analysis
952
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952
Theorie
455
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455
Estimation theory
168
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168
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159
Prognoseverfahren
159
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140
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139
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82
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82
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77
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Essays in honor of Joon Y. Park : econometric theory
5
New directions in macromodelling
5
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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The impact of corruption on economic growth in Tunisia : an application of ARDL approach
Kaddachi, Hayet
;
Benzina, Naceur
- In:
Algorithmic approaches to financial technology : …
,
(pp. 121-145)
.
2024
Persistent link: https://www.econbiz.de/10014470646
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2
Forecast performance of the Taiwan weighted stock index : update and expansion
Ji, Deng-Yuan
;
Chen, Hsiao-Yin
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015045618
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3
Time aggregation and the estimation of the market model : revision and extension
Lee, Cheng F.
;
Lin, Fu-Lai
;
Cartwright, Phillip A.
-
2024
Persistent link: https://www.econbiz.de/10015046635
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4
Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar
Lee, Cheng F.
;
Shrestha, Keshab
;
Welch, Robert L.
-
2024
Persistent link: https://www.econbiz.de/10015046719
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5
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
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6
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
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7
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
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8
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
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9
Best linear prediction in cointegrated systems
Kim, Yun-Yeong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 367-391)
.
2023
Persistent link: https://www.econbiz.de/10014313816
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10
Aggregate output measurements : a common trend approach
Almuzara, Martín
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 3-33)
.
2023
Persistent link: https://www.econbiz.de/10014313827
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