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Cointegration
Estimation theory
137
Schätztheorie
137
Time series analysis
71
Zeitreihenanalyse
71
Theorie
35
Theory
35
Statistical test
32
Statistischer Test
32
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Estimation
22
Schätzung
22
Volatility
22
Volatilität
22
Bootstrap approach
20
Bootstrap-Verfahren
20
Kointegration
19
Stochastic process
17
Stochastischer Prozess
17
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Induktive Statistik
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Prognoseverfahren
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VAR model
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VAR-Modell
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Modellierung
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Scientific modelling
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Statistical distribution
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Nielsen, Morten Ørregaard
5
Johansen, Søren
4
Rahbek, Anders
4
Cavaliere, Giuseppe
2
Bohn Nielsen, Heino
1
Boswijk, Herman Peter
1
Callot, Laurent A. F.
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Hubrich, Kirstin
1
Jansson, Michael
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Nyboe Tabor, Morten
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
Taylor, A. M. Robert
1
Taylor, Robert
1
Teräsvirta, Timo
1
Varneskov, Rasmus Tangsgaard
1
Velasco, Carlos
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CREATES research paper
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
19
Econometrics : open access journal
19
Economic modelling
18
The econometrics journal
18
Applied economics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Cowles Foundation Discussion Paper
13
Discussion papers of interdisciplinary research project 373
13
Oxford bulletin of economics and statistics
13
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
11
Discussion papers / Department of Economics, University of Copenhagen
10
IHS economics series : working paper
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Journal of applied econometrics
9
Working paper
9
Cowles Foundation Discussion Papers
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Finance and economics discussion series
8
International journal of economics and finance
8
Discussion paper / Department of Economics, University of California San Diego
7
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
6
Discussion paper series / Department of Economics, Columbia University
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ECONIS (ZBW)
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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
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:
6
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003849417
Saved in:
7
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:
8
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:
9
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
10
Fully modified Narrow-band least squares estimation of weak fractional cointegration
Nielsen, Morten Ørregaard
;
Frederiksen, Per
-
2010
Persistent link: https://www.econbiz.de/10008651771
Saved in:
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