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~isPartOf:"The econometrics journal"
~subject:"Cointegration"
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Cointegration
Estimation theory
272
Schätztheorie
272
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Theorie
71
Theory
71
Regression analysis
62
Regressionsanalyse
62
Time series analysis
48
Zeitreihenanalyse
48
Statistical test
47
Statistischer Test
47
Panel
46
Panel study
46
Estimation
37
Schätzung
37
Bootstrap approach
28
Bootstrap-Verfahren
28
Causality analysis
25
Kausalanalyse
25
Induktive Statistik
23
Instrumental variables
23
Statistical inference
23
IV-Schätzung
20
ARCH model
17
ARCH-Modell
17
Method of moments
17
Modellierung
17
Momentenmethode
17
Scientific modelling
17
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Statistical distribution
16
Statistische Verteilung
16
Autocorrelation
15
Autokorrelation
14
Heteroscedasticity
14
Heteroskedastizität
14
Volatility
14
Volatilität
14
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1
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1
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English
13
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Bohn Nielsen, Heino
2
Bai, Jushan
1
Carrion i Silvestre, Josep Lluís
1
Chambers, Marcus J.
1
Cheng, Xu
1
Cubadda, Gianluca
1
Frederiksen, Per
1
Gerolimetto, Margherita
1
Guo, Zheng-feng
1
Jach, Agnieszka
1
Jacobson, Tor
1
Kurita, Takamitsu
1
Larsson, Rolf
1
Lyhagen, Johan
1
Mazzali, Marco
1
McElroy, Tucker
1
Nessén, Marianne
1
Nielsen, Morten Ørregaard
1
Panopulu, Aikaterinē
1
Perron, Pierre
1
Phillips, Peter C. B.
1
Pittis, Nikitas
1
Rahbek, Anders
1
Robinson, Peter M.
1
Rodríguez, Gabriel
1
Shintani, Mototsugu
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The econometrics journal
International Journal of Energy Economics and Policy : IJEEP
125
Journal of econometrics
91
Energy economics
68
Applied economics
61
International journal of economics and finance
48
The empirical economics letters : a monthly international journal of economics
46
Theoretical and applied economics : GAER review
46
Economic modelling
44
International journal of economics and financial issues : IJEFI
44
Applied economics letters
42
Econometric theory
35
Economics letters
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Global business review
30
Econometric reviews
29
Economic research
25
Cogent economics & finance
24
Discussion paper / Tinbergen Institute
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Cowles Foundation discussion paper
20
Econometrics : open access journal
19
The journal of developing areas
19
CREATES research paper
18
International journal of economic perspectives : IJEP
18
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
18
The Indian journal of economics
16
Applied econometrics and international development
15
Modern economy
15
Panoeconomicus
15
The Indian economic journal
15
Economies : open access journal
14
Research in international business and finance
14
Tourism economics : the business and finance of tourism and recreation
14
Cowles Foundation Discussion Paper
13
International journal of economics and business research
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Theoretical economics letters
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
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1
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
Saved in:
2
Instrumental variables estimation of stationary and non-stationary cointegrating regressions
Robinson, Peter M.
;
Gerolimetto, Margherita
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 291-306
Persistent link: https://www.econbiz.de/10003352040
Saved in:
3
Inflation, exchange rates and PPP in a multivariate panel cointegration model
Jacobson, Tor
;
Lyhagen, Johan
;
Larsson, Rolf
;
Nessén, …
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 58-79
Persistent link: https://www.econbiz.de/10003648613
Saved in:
4
Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
Saved in:
5
Fully modified narrow-band least squares estimation of weak fractional cointegration
Nielsen, Morten Ørregaard
;
Frederiksen, Per
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 77-120
Persistent link: https://www.econbiz.de/10009007591
Saved in:
6
Cointegration and sampling frequency
Chambers, Marcus J.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 156-185
Persistent link: https://www.econbiz.de/10009381884
Saved in:
7
An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
Saved in:
8
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
Saved in:
9
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
Saved in:
10
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
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