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~isPartOf:"CREATES research paper"
~source:"econis"
~subject:"Unit root test"
~subject:"Zustandsraummodell"
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Unit root test
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Santucci de Magistris, Paolo
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CREATES research paper
Journal of econometrics
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Economic modelling
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Discussion paper / Tinbergen Institute
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Economics letters
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Applied economics letters
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Applied economics
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
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41
International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cowles Foundation discussion paper
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International review of economics & finance : IREF
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The empirical economics letters : a monthly international journal of economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
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Nyboe Tabor, Morten
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2017
Persistent link: https://www.econbiz.de/10011624144
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Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
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2015
Persistent link: https://www.econbiz.de/10011296884
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3
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
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2018
Persistent link: https://www.econbiz.de/10011946395
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4
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
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2014
Persistent link: https://www.econbiz.de/10010339076
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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
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2010
Persistent link: https://www.econbiz.de/10003947812
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On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson
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2010
Persistent link: https://www.econbiz.de/10003978309
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7
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
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2010
Persistent link: https://www.econbiz.de/10008651639
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Estimating U.S. monetary policy shocks using a factor-augmented vector autoregression : an EM algorithm apporach
Bork, Lasse
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2009
Persistent link: https://www.econbiz.de/10003849520
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9
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
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2012
Persistent link: https://www.econbiz.de/10009667381
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Unit roots, nonlinearities and structural breaks
Haldrup, Niels
;
Kruse, Robinson
;
Teräsvirta, Timo
; …
-
2012
Persistent link: https://www.econbiz.de/10009524063
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