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~institution:"Nationalekonomiska Institutionen <Lund>"
~institution:"Nuffield College"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
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18#34#60
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Westerlund, Joakim
6
Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
3
Boswijk, Herman Peter
1
Byström, Hans N. E.
1
Chib, Siddhartha
1
Doornik, Jurgen A.
1
Eriksson, Åsa
1
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1
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1
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1
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Nationalekonomiska Institutionen <Lund>
Nuffield College
National Bureau of Economic Research
518
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Institut für Schweizerisches Bankwesen <Zürich>
49
European University Institute / Department of Economics
38
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
International Monetary Fund
18
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National Centre of Competence in Research North South <Bern>
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Svenska Handelshögskolan <Helsinki>
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Federal Reserve Bank of St. Louis
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Institut für Weltwirtschaft
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Internationaler Währungsfonds / Research Department
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William Davidson Institute <Ann Arbor, Mich.>
11
Centre for Growth and Business Cycle Research <Manchester>
10
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10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
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9
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9
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8
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8
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8
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
8
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7
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7
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7
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6
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6
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6
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Federal Reserve System / Board of Governors
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Institute of Finance and Accounting <London>
6
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Working paper / Department of Economics, Lund University
10
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ECONIS (ZBW)
17
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Robustifying forecasts from equilibrium-correction models
Hendry, David F.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124450
Saved in:
2
New simple tests for panel
cointegration
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552459
Saved in:
3
Panel
cointegration
tests of the Fisher hypothesis
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552519
Saved in:
4
Testing for error correction in panel data
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552605
Saved in:
5
Testing for panel
cointegration
with multiple structural breaks
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552627
Saved in:
6
Testing structural hypotheses on
cointegration
vectors : a Monte Carlo study
Eriksson, Åsa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002507335
Saved in:
7
Feasible estimation in cointegrated panels
Westerlund, Joakim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001779631
Saved in:
8
A panel CUSUM test of the null of
cointegration
Westerlund, Joakim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001815397
Saved in:
9
Identifying, estimating and testing restricted cointegrated systems : an overview
Boswijk, Herman Peter
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752394
Saved in:
10
A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models
Hjelm, Göran
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652011
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