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~isPartOf:"CREATES research paper"
~source:"econis"
~subject:"Unit root test"
~subject:"United States"
~subject:"Zustandsraummodell"
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Unit root test
United States
Zustandsraummodell
Time series analysis
164
Zeitreihenanalyse
164
Theorie
74
Theory
74
Estimation theory
68
Schätztheorie
68
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Grassi, Stefano
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Santucci de Magistris, Paolo
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Kruse, Robinson
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Christensen, Bent Jesper
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Delle Monache, Davide
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Johansen, Søren
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
124
Journal of econometrics
106
Economics letters
105
Discussion paper / Tinbergen Institute
92
Applied economics
91
Economic modelling
87
International journal of forecasting
87
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Applied economics letters
78
Working paper / National Bureau of Economic Research, Inc.
64
Econometric reviews
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Working paper
51
Journal of forecasting
49
Journal of macroeconomics
48
Computational economics
47
Energy economics
47
Journal of applied econometrics
45
Econometric theory
40
The review of economics and statistics
40
Discussion paper / Centre for Economic Policy Research
39
CESifo working papers
35
Journal of money, credit and banking : JMCB
33
Journal of economic dynamics & control
32
The journal of finance : the journal of the American Finance Association
31
Cowles Foundation discussion paper
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
The journal of futures markets
29
CAMA working paper series
27
International review of economics & finance : IREF
27
Journal of empirical finance
27
Oxford bulletin of economics and statistics
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Journal of monetary economics
25
The econometrics journal
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Macroeconomic dynamics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Applied financial economics
23
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ECONIS (ZBW)
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1
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
-
2009
Persistent link: https://www.econbiz.de/10003865691
Saved in:
2
Forecasting inflation with gradual regiem shifts and exogenous information
González, Andrés
;
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2009
Persistent link: https://www.econbiz.de/10003849428
Saved in:
3
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
4
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
5
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
Saved in:
6
Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003849539
Saved in:
7
What do we know about real exchange rate non-linearities?
Kruse, Robinson
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003892560
Saved in:
8
On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson
-
2010
Persistent link: https://www.econbiz.de/10003978309
Saved in:
9
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
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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