//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Testing for Cointegration in H...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
164
Zeitreihenanalyse
164
Estimation theory
137
Schätztheorie
137
Theorie
83
Theory
83
Cointegration
39
Estimation
39
Kointegration
39
Schätzung
39
Forecasting model
37
Prognoseverfahren
37
Volatility
31
Volatilität
31
VAR model
30
VAR-Modell
30
ARCH model
24
ARCH-Modell
24
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
USA
21
United States
21
Statistical test
20
Statistischer Test
20
Stochastic process
20
Stochastischer Prozess
20
Modellierung
18
Scientific modelling
18
Bootstrap approach
16
Bootstrap-Verfahren
16
Induktive Statistik
16
Nichtlineare Regression
16
Nonlinear regression
16
Regression analysis
16
Regressionsanalyse
16
Statistical inference
16
Capital income
13
Kapitaleinkommen
13
Autocorrelation
12
Autokorrelation
12
more ...
less ...
Online availability
All
Free
257
Type of publication
All
Book / Working Paper
257
Type of publication (narrower categories)
All
Arbeitspapier
257
Graue Literatur
257
Non-commercial literature
257
Working Paper
257
Language
All
English
257
Author
All
Nielsen, Morten Ørregaard
26
Johansen, Søren
24
Teräsvirta, Timo
23
Kruse, Robinson
16
Podolskij, Mark
12
Santucci de Magistris, Paolo
10
Grassi, Stefano
8
Hillebrand, Eric
8
Jansson, Michael
8
Kristensen, Dennis
8
Proietti, Tommaso
8
Christensen, Bent Jesper
7
Hounyo, Ulrich
7
Lunde, Asger
7
Rahbek, Anders
7
Varneskov, Rasmus Tangsgaard
7
Cattaneo, Matias D.
6
Christensen, Kim
6
Haldrup, Niels
6
Nielsen, Bent
6
Silvennoinen, Annastiina
6
Bennedsen, Mikkel
5
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Taylor, Robert
5
Amado, Cristina
4
Andersen, Torben
4
Bredahl Kock, Anders
4
Kanaya, Shin
4
Kang, Jian
4
MacKinnon, James G.
4
Medeiros, Marcelo C.
4
Nonejad, Nima
4
Rossi, Eduardo
4
Sibbertsen, Philipp
4
Ventosa-Santaulària, Daniel
4
Voev, Valeri
4
Yang, Yukai
4
Callot, Laurent
3
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
2,082
Economics letters
1,409
Econometric theory
924
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
913
Applied economics
771
International journal of forecasting
683
Econometric reviews
608
Economic modelling
589
Discussion paper / Tinbergen Institute
559
Applied economics letters
510
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
501
NBER Working Paper
469
Energy economics
444
NBER working paper series
441
Journal of forecasting
424
International Journal of Energy Economics and Policy : IJEEP
396
Working paper
387
CEMMAP working papers / Centre for Microdata Methods and Practice
384
MPRA Paper
376
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
375
Journal of applied econometrics
371
Journal of the American Statistical Association : JASA
360
The econometrics journal
350
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
349
Working paper / National Bureau of Economic Research, Inc.
346
Working paper / Department of Econometrics and Business Statistics, Monash University
312
Oxford bulletin of economics and statistics
301
Cowles Foundation discussion paper
289
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
288
CESifo working papers
284
Série des documents de travail / Centre de Recherche en Économie et Statistique
273
European journal of operational research : EJOR
252
International journal of economics and financial issues : IJEFI
245
Discussion paper
240
Discussion paper series / IZA
238
The empirical economics letters : a monthly international journal of economics
229
Econometrics : open access journal
224
Discussion paper / Center for Economic Research, Tilburg University
223
Computational economics
219
more ...
less ...
Source
All
ECONIS (ZBW)
257
Showing
1
-
10
of
257
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
2
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:
3
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:
4
Cointegration
between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
5
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
6
Fractional integration and
cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
7
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
Saved in:
8
First and second order non-linear
cointegration
models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
9
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:
10
An extension of
cointegration
to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->