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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of economics and finance"
~subject:"Cointegration"
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Cointegration
Estimation theory
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Time series analysis
80
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80
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37
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Nielsen, Morten Ørregaard
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Johansen, Søren
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Rahbek, Anders
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Cavaliere, Giuseppe
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CREATES research paper
International journal of economics and finance
Journal of econometrics
92
Econometric theory
36
Econometric reviews
35
Economics letters
32
Applied economics letters
31
Discussion paper / Tinbergen Institute
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Cowles Foundation discussion paper
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Econometrics : open access journal
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Economic modelling
18
The econometrics journal
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Applied economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Cowles Foundation Discussion Paper
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Discussion papers of interdisciplinary research project 373
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Oxford bulletin of economics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
12
International journal of economics and financial issues : IJEFI
11
LSE STICERD Research Paper
11
Queen's Economics Department working paper
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Discussion papers / Department of Economics, University of Copenhagen
10
IHS economics series : working paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Journal of applied econometrics
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Working paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance and economics discussion series
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Discussion paper / Department of Economics, University of California San Diego
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
7
Energy economics
7
International Journal of Energy Economics and Policy : IJEEP
7
Journal of time series econometrics
7
Reihe Ökonomie
7
CESifo working papers
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Discussion paper series / Department of Economics, Columbia University
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ECONIS (ZBW)
27
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1
A bootstrap cointegrated rank test for panels of VAR models
Callot, Laurent A. F.
-
2010
Persistent link: https://www.econbiz.de/10008746090
Saved in:
2
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
3
Bootstrap sequential determination of the co-integrated rank in VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
-
2010
Persistent link: https://www.econbiz.de/10003932092
Saved in:
4
Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614507
Saved in:
5
The relationship between RMB exchange rate and Chinese trade balance : evidence from a bootstrap rolling window approach
Masih, Junaid
;
Liu, Dongsheng
;
Pervaiz, Javed
- In:
International journal of economics and finance
10
(
2018
)
2
,
pp. 35-47
Persistent link: https://www.econbiz.de/10011814996
Saved in:
6
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
-
2012
Persistent link: https://www.econbiz.de/10009621930
Saved in:
7
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003849417
Saved in:
8
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
9
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
10
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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