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~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
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Kointegration
Prognoseverfahren
Theorie
1,607
Theory
1,607
Estimation theory
371
Schätztheorie
371
Time series analysis
326
Zeitreihenanalyse
326
Estimation
168
Schätzung
168
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Forecasting model
128
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128
Statistischer Test
128
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125
Volatilität
125
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82
Statistische Verteilung
82
Method of moments
81
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81
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75
Monte-Carlo-Simulation
75
Cointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
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3
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3
Collection of articles of several authors
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English
197
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Swanson, Norman R.
9
Lütkepohl, Helmut
6
Patton, Andrew J.
6
Corradi, Valentina
5
Diebold, Francis X.
5
Koop, Gary
5
Phillips, Peter C. B.
5
Timmermann, Allan
5
Elliott, Graham
4
Robinson, Peter M.
4
Saikkonen, Pentti
4
Schorfheide, Frank
4
Dijk, Herman K. van
3
Ghysels, Eric
3
Giacomini, Raffaella
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hallin, Marc
3
Inoue, Atsushi
3
Johansen, Søren
3
Korobilis, Dimitris
3
Nielsen, Morten Ørregaard
3
Pesaran, M. Hashem
3
Pettenuzzo, Davide
3
Rahbek, Anders
3
West, Kenneth D.
3
Whang, Yoon-jae
3
Zhang, Xinyu
3
Barigozzi, Matteo
2
Bollerslev, Tim
2
Boot, Tom
2
Boswijk, Herman Peter
2
Breitung, Jörg
2
Carriero, Andrea
2
Christensen, Bent Jesper
2
Clark, Todd E.
2
Fan, Jianqing
2
Geweke, John
2
Hansen, Peter Reinhard
2
Hassler, Uwe
2
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
International journal of forecasting
716
Journal of forecasting
440
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Economics letters
133
Economic modelling
130
Applied economics
127
European journal of operational research : EJOR
113
Discussion paper / Tinbergen Institute
104
Applied economics letters
98
NBER Working Paper
97
Discussion paper / Centre for Economic Policy Research
96
NBER working paper series
95
Energy economics
93
Computational economics
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Working paper / National Bureau of Economic Research, Inc.
90
Journal of applied econometrics
82
Finance research letters
81
Journal of empirical finance
79
Working paper
79
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometric reviews
77
Technological forecasting & social change : an international journal
77
Journal of banking & finance
70
CESifo working papers
66
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
66
Journal of economic dynamics & control
65
Management science : journal of the Institute for Operations Research and the Management Sciences
65
Risks : open access journal
64
Journal of international money and finance
60
CREATES research paper
58
International review of financial analysis
57
SFB 649 discussion paper
56
Working paper series / European Central Bank
56
ECB Working Paper
53
Quantitative finance
53
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of production economics
52
The European journal of finance
52
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ECONIS (ZBW)
197
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1
I(0) In, integration and cointegration out : time series properties of endogenous growth models
Lau, Sau-Him Paul
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001406635
Saved in:
2
Testing exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10001406640
Saved in:
3
Weak exogeneity in I(2) VAR systems
Paruolo, Paolo
;
Rahbek, Anders
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 281-308
Persistent link: https://www.econbiz.de/10001406658
Saved in:
4
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
Saved in:
5
Tests of cointegrating rank with a trend-break
Inoue, Atsushi
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
Saved in:
6
Trend stationarity in the I(2) cointegration model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, …
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
Saved in:
7
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.
- In:
Journal of econometrics
42
(
1989
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
Saved in:
8
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
9
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
10
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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