Narrow search
Showing 1 - 7 of 7
Cover Image
Long-run money demand in the new EU Member States with exchange rate effects
Dreger, Christian; Reimers, Hans-Eggert; Roffia, Barbara - 2006
analysis in the new Member States of the European Union (EU) is conducted using panel cointegration methods. A well …
Persistent link: https://www.econbiz.de/10011604674
Cover Image
Long-Run Money Demand in the New EU Member States with Exchange Rate Effects
Dreger, Christian; Reimers, Hans-Eggert; Roffia, Barbara - 2021
analysis in the new Member States of the European Union (EU) is conducted using panel cointegration methods. A well …
Persistent link: https://www.econbiz.de/10013317611
Cover Image
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: Journal of econometrics 133 (2006) 1, pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Cover Image
Determining the cointegrating rank in nonstationary frational system by the exact local Whittle approach
Nielsen, Morten Ørregaard; Shimotsu, Katsumi - In: Journal of econometrics 141 (2007) 2, pp. 574-596
Persistent link: https://www.econbiz.de/10003571326
Cover Image
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter; Jansson, Michael; Nielsen, … - In: Journal of econometrics 184 (2015) 1, pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Cover Image
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard - In: Journal of econometrics 155 (2010) 2, pp. 170-187
Persistent link: https://www.econbiz.de/10003966977
Cover Image
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Morten Ørregaard - In: Journal of econometrics 202 (2018) 2, pp. 214-229
Persistent link: https://www.econbiz.de/10011974563