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~isPartOf:"CREATES research paper"
~source:"econis"
~subject:"Unit root test"
~subject:"Zustandsraummodell"
~type_genre:"Working Paper"
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Unit root test
Zustandsraummodell
Time series analysis
164
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74
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68
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Grassi, Stefano
3
Kruse, Robinson
3
Santucci de Magistris, Paolo
3
Christensen, Bent Jesper
2
Johansen, Søren
2
Bauwens, Luc
1
Bohn Nielsen, Heino
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
Karoui, Lotfi
1
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1
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Nonejad, Nima
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Nyboe Tabor, Morten
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1
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CREATES research paper
Discussion paper / Tinbergen Institute
68
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Cowles Foundation discussion paper
19
Discussion papers of interdisciplinary research project 373
18
Working paper
18
CESifo working papers
16
IHS economics series : working paper
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Bank of Finland research discussion papers
9
Discussion paper
9
SSE EFI working paper series in economics and finance
9
CAMA working paper series
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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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
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
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10
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
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