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Search: subject:"Adjustment coefficients"
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adjustment coefficients
8
Adjustment coefficients
6
Cointegration
6
Kointegration
6
Co-integration
5
Estimation theory
5
Schätztheorie
5
(un)conditional heteroskedasticity
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heteroskedasticity-robust inference
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wild bootstrap
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cointegrating coefficients
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cointegrating relations
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cointegration
2
econometric analysis of macroeconomic data
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error correction models
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likelihood inference
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mixed Gaussian distribution
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nonstationarity
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Johansen, Søren
6
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5
Rahbek, Anders
5
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3
Boswijk, Herman Peter
2
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2
Taylor, A. M. Robert
2
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2
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1
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1
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Zairihan Abdul Halim
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Økonomisk Institut, Københavns Universitet
2
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Вісник Киiвського нацiонального унiверситету iм. Тараса Шевченка. Серiя: Економiка Bulletin of Taras Shevchenko National University of Kyiv. Economics.
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ECONIS (ZBW)
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1
Estimating short-term default probabilities conditional to economic conditions : applications of regularisation approach and economic
adjustment
coefficients
Siti Aisyah Mustafa
;
Safwan Mohd Nor
;
Zairihan Abdul Halim
- In:
Business systems research : a system view accross …
16
(
2025
)
1
,
pp. 178-197
Background: Corporate bonds are crucial for corporations as they provide a flexible and often less costly alternative to equity financing. However, rising corporate debt levels, along with rating downgrades and economic uncertainty, can cause corporations to face financial distress, exacerbating...
Persistent link: https://www.econbiz.de/10015416312
Saved in:
2
Adjustment
coefficients
and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
3
Adjustment
coefficients
and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
4
Cointegration and adjustment in the CVAR(É) representation of some partially observed CVAR(1) models
Johansen, Søren
- In:
Econometrics
7
(
2019
)
1
,
pp. 1-10
order CVAR representation of the observations. Cointegration and
adjustment
coefficients
in the infinite order CVAR are …
Persistent link: https://www.econbiz.de/10012696218
Saved in:
5
Cointegration and adjustment in the CVAR(∞) representation of some partially observed CVAR(1) models
Johansen, Søren
- In:
Econometrics : open access journal
7
(
2019
)
1/2
,
pp. 1-10
order CVAR representation of the observations. Cointegration and
adjustment
coefficients
in the infinite order CVAR are …
Persistent link: https://www.econbiz.de/10012025719
Saved in:
6
A recursive Monte Carlo study of structural-break sensitivity of
adjustment
coefficients
in cointegrated VAR systems
Kurita, Takamitsu
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 251-270
Persistent link: https://www.econbiz.de/10012418663
Saved in:
7
Times Series: Cointegration
Johansen, Søren
-
Økonomisk Institut, Københavns Universitet
-
2014
adjustment
coefficients
. A discussion of the asymptotic distribution results that are used for inference. The results are …
Persistent link: https://www.econbiz.de/10010940436
Saved in:
8
Times Series: Cointegration
Johansen, Søren
-
School of Economics and Management, University of Aarhus
-
2014
adjustment
coefficients
. A discussion of the asymptotic distribution results that are used for inference. The results are …
Persistent link: https://www.econbiz.de/10010940882
Saved in:
9
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
; …
-
2013
the
adjustment
coefficients
in vector autoregressions driven by both conditional and unconditional heteroskedasticity of a …-integrating vectors and
adjustment
coefficients
. …
Persistent link: https://www.econbiz.de/10010328330
Saved in:
10
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
; …
-
Økonomisk Institut, Københavns Universitet
-
2013
the
adjustment
coefficients
in vector autoregressions driven by both conditional and unconditional heteroskedasticity of a …-integrating vectors and
adjustment
coefficients
. …
Persistent link: https://www.econbiz.de/10010722850
Saved in:
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