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~isPartOf:"CREATES research paper"
~isPartOf:"Energy economics"
~source:"econis"
~subject:"Unit root test"
~subject:"Zustandsraummodell"
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Unit root test
Zustandsraummodell
Time series analysis
370
Zeitreihenanalyse
370
Theorie
131
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131
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102
Prognoseverfahren
102
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Grassi, Stefano
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Christensen, Bent Jesper
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CREATES research paper
Energy economics
Journal of econometrics
88
Economic modelling
72
Discussion paper / Tinbergen Institute
70
Economics letters
68
Applied economics letters
64
Applied economics
52
Econometric reviews
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
International journal of forecasting
44
Computational economics
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Econometric theory
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
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29
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Cowles Foundation discussion paper
23
Journal of economic dynamics & control
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International review of economics & finance : IREF
20
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The empirical economics letters : a monthly international journal of economics
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CAMA working paper series
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Discussion papers of interdisciplinary research project 373
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Journal of time series econometrics
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Oxford bulletin of economics and statistics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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IHS economics series : working paper
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Journal of macroeconomics
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10
Journal of risk and financial management : JRFM
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1
Estimating U.S. monetary policy shocks using a factor-augmented vector autoregression : an EM algorithm apporach
Bork, Lasse
-
2009
Persistent link: https://www.econbiz.de/10003849520
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2
What do we know about real exchange rate non-linearities?
Kruse, Robinson
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003892560
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3
On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson
-
2010
Persistent link: https://www.econbiz.de/10003978309
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4
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
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5
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
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6
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
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7
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
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8
Unit roots, nonlinearities and structural breaks
Haldrup, Niels
;
Kruse, Robinson
;
Teräsvirta, Timo
; …
-
2012
Persistent link: https://www.econbiz.de/10009524063
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9
Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc
;
Stephan, Patrick
;
Trede, Mark
; …
- In:
Energy economics
36
(
2013
),
pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
Saved in:
10
Non-linearities in the dynamics of oil prices
Kisswani, Khalid M.
;
Nusair, Salah
- In:
Energy economics
36
(
2013
),
pp. 341-353
Persistent link: https://www.econbiz.de/10009724688
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