//--> //--> //--> //-->
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:"Journal of econometrics"
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
Foreign exchange market effici...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
162
Kointegration
161
Theorie
72
Theory
72
Estimation theory
63
Schätztheorie
63
Time series analysis
57
Zeitreihenanalyse
57
VAR model
30
VAR-Modell
30
Regression analysis
27
Regressionsanalyse
27
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Statistical test
21
Statistischer Test
21
Einheitswurzeltest
19
Unit root test
19
Estimation
18
Schätzung
18
Panel
13
Panel study
13
Nichtlineare Regression
12
Nonlinear regression
12
Bootstrap approach
9
Bootstrap-Verfahren
9
Forecasting model
9
Prognoseverfahren
9
Ranking method
9
Ranking-Verfahren
9
Stochastic process
9
Stochastischer Prozess
9
Kleinste-Quadrate-Methode
8
Least squares method
8
Correlation
7
Korrelation
7
Volatility
7
Volatilität
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
more ...
less ...
Online availability
All
Undetermined
42
Type of publication
All
Article
161
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
162
Aufsatz in Zeitschrift
162
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
162
Author
All
Phillips, Peter C. B.
10
Johansen, Søren
6
Robinson, Peter M.
6
Boswijk, Herman Peter
5
Lütkepohl, Helmut
5
Nielsen, Morten Ørregaard
5
Paruolo, Paolo
5
Rahbek, Anders
5
Xiao, Zhijie
5
Saikkonen, Pentti
4
Wagner, Martin
4
Corradi, Valentina
3
Gao, Jiti
3
Hualde, Javier
3
Jong, Robert M. de
3
Kleibergen, Frank
3
Park, Joon Y.
3
Swanson, Norman R.
3
Taylor, Robert
3
Tu, Yundong
3
Urga, Giovanni
3
Wang, Qiying
3
Baltagi, Badi H.
2
Breitung, Jörg
2
Cavaliere, Giuseppe
2
Chambers, Marcus J.
2
Chang, Yoosoon
2
Choi, In
2
Christensen, Bent Jesper
2
Davidson, James E. H.
2
Dijk, Dick van
2
Franses, Philip Hans
2
Harris, David
2
Hassler, Uwe
2
Hecq, Alain W. J.
2
Herwartz, Helmut
2
Hsiao, Cheng
2
Hualde, J.
2
Jansson, Michael
2
Kao, Chihwa
2
more ...
less ...
Published in...
All
Journal of econometrics
MPRA Paper
1,569
NBER Working Papers
799
CEPR Discussion Papers
631
ECB Working Paper
571
IMF Working Paper
533
CESifo Working Paper
491
Working Paper
453
CESifo Working Paper Series
389
CESifo working papers
383
Applied economics
350
International Journal of Energy Economics and Policy : IJEEP
328
Economic modelling
268
Journal of Banking & Finance
264
Economics Papers from University Paris Dauphine
246
Energy economics
232
Working paper series / European Central Bank
225
Cogent economics & finance
210
International journal of economics and financial issues : IJEFI
187
Research paper series / Swiss Finance Institute
182
Applied economics letters
178
Working paper
174
BIS Working Paper
171
Journal of International Money and Finance
160
Economics letters
158
Journal of International Financial Markets, Institutions and Money
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
The empirical economics letters : a monthly international journal of economics
156
BOFIT Discussion Papers
149
International journal of economics and finance
149
Discussion paper / Tinbergen Institute
147
Economic Modelling
134
Finance
133
IMF Working Papers
127
CFS Working Paper Series
126
Journal of risk and financial management : JRFM
126
Tinbergen Institute Discussion Papers
124
Tinbergen Institute Discussion Paper
123
Swiss Finance Institute Research Paper
120
ZEW Discussion Papers
120
more ...
less ...
Source
All
ECONIS (ZBW)
162
Showing
1
-
10
of
162
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
Saved in:
2
Statistical analysis of hypothesis on the cointegrating relations in the I(2) model
Johansen, Søren
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 81-115
Persistent link: https://www.econbiz.de/10003320246
Saved in:
3
Common cyclical features analysis in VAR models with
cointegration
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10003320251
Saved in:
4
Common trends and cycles in I(2) VAR systems
Paruolo, Paolo
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10003320254
Saved in:
5
The effect of data transformation on common cycle,
cointegration
and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
6
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
;
Paap, Richard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10003354557
Saved in:
7
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
Saved in:
8
Bootstrapping cointegrating regressions
Chang, Yoosoon
;
Park, Joon Y.
;
Song, Kyungchul
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 703-739
Persistent link: https://www.econbiz.de/10003359625
Saved in:
9
Alternative bootstrap procedures for testing
cointegration
in fractionally integrated processes
Davidson, James E. H.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 741-777
Persistent link: https://www.econbiz.de/10003359632
Saved in:
10
Consistent noisy independent component analysis
Bonhomme, Stéphane
;
Robin, Jean-Marc
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 12-25
Persistent link: https://www.econbiz.de/10003833711
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...
//-->