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Cointegration
162
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68
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61
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Phillips, Peter C. B.
11
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Boswijk, Herman Peter
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Lütkepohl, Helmut
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Wagner, Martin
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Gao, Jiti
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Hualde, Javier
3
Jong, Robert M. de
3
Kleibergen, Frank
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Park, Joon Y.
3
Shin, Yongcheol
3
Swanson, Norman R.
3
Taylor, Robert
3
Tu, Yundong
3
Urga, Giovanni
3
Wang, Qiying
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2
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2
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Harris, David
2
Hassler, Uwe
2
Hecq, Alain W. J.
2
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2
Hsiao, Cheng
2
Hualde, J.
2
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Journal of econometrics
The South African journal of economics
656
Applied economics
547
The journal of real estate finance and economics
535
NBER working paper series
533
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493
MPRA Paper
444
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379
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314
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298
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259
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259
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247
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238
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210
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183
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Land economics : applied research on environmental resources
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139
International review of economics & finance : IREF
133
Conference papers / Second Carnegie Inquiry into Poverty and Development in Southern Africa
132
Discussion paper / Tinbergen Institute
128
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
174
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1
Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren
;
Lange, Theis
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 285-288
Persistent link: https://www.econbiz.de/10010255147
Saved in:
2
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
Saved in:
3
Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao
;
Du, Lingjie
;
Chong, Terence Tai-Leung
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
Saved in:
4
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
5
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
6
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
7
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
8
A spatio-temporal model of house prices in the USA
Holly, Sean
;
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10008826865
Saved in:
9
Property taxes and home prices : a tale of two cities
Bai, ChongEn
;
Li, Qi
;
Ouyang, Min
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010379491
Saved in:
10
Home-purchase restriction, property tax and housing price in China : a counterfactual analysis
Du, Zaichao
;
Zhang, Lin
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 558-568
Persistent link: https://www.econbiz.de/10011503723
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