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Volatility
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Phillips, Peter C. B.
22
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20
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19
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17
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15
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12
Aït-Sahalia, Yacine
11
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11
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9
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7
Hallin, Marc
7
Johansen, Søren
7
Li, Jia
7
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5
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
Közgazdasági szemle : a magyar Tudományos Akadémia Közgazdaságtudományi Bizottságának folyóirata
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572
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554
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552
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544
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532
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521
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507
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502
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498
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ECONIS (ZBW)
590
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1
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in
Poland
Osiewalski, Jacek
;
Pipień, Mateusz
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 371-391
Persistent link: https://www.econbiz.de/10002361773
Saved in:
2
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:
3
A residual-based ADF test for stationary
cointegration
in I (2) settings
Gomez-Biscarri, Javier
;
Hualde, Javier
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 280-294
Persistent link: https://www.econbiz.de/10011339328
Saved in:
4
Portmanteau-type tests for unit-root and
cointegration
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012116354
Saved in:
5
Nonparametric tests for unit roots and
cointegration
Breitung, Jörg
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 343-363
Persistent link: https://www.econbiz.de/10001657612
Saved in:
6
Inference on the
cointegration
rank in fractionally integrated processes
Breitung, Jörg
;
Hassler, Uwe
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001703506
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7
Nonlinear minimization estimators in the presence of cointegrating relations
Jong, Robert M. de
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 241-259
Persistent link: https://www.econbiz.de/10001703512
Saved in:
8
A simple cointegrating rank test without vector autoregression
Shintani, Mototsugu
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10001633669
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9
Nonlinear estimation using estimated cointegrated relations
Jong, Robert M. de
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 109-122
Persistent link: https://www.econbiz.de/10001545122
Saved in:
10
Analytical evaluation of the power of tests for the absence of
cointegration
Pesavento, Elena
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 349-384
Persistent link: https://www.econbiz.de/10002173152
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