Narrow search
Showing 1 - 10 of 301
Cover Image
Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: The econometrics journal 17 (2014) 1, pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
Cover Image
Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M. - In: The econometrics journal 12 (2009) 1, pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Cointegration and sampling frequency
Chambers, Marcus J. - In: The econometrics journal 14 (2011) 2, pp. 156-185
Persistent link: https://www.econbiz.de/10009381884
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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