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~person:"Johansen, Søren"
~person:"Phillips, Peter C. B."
~subject:"Purchasing power parity"
~subject:"Statistische Methodenlehre"
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Purchasing power parity
Statistische Methodenlehre
Zeitreihenanalyse
320
Time series analysis
319
Theorie
165
Theory
164
Estimation theory
157
Schätztheorie
157
Regression analysis
62
Regressionsanalyse
62
Einheitswurzeltest
59
Unit root test
59
Cointegration
56
Kointegration
54
Stochastic process
39
Stochastischer Prozess
39
Autocorrelation
30
Autokorrelation
30
Nichtparametrisches Verfahren
29
Nonparametric statistics
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Modellierung
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Scientific modelling
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Statistical test
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Statistischer Test
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VAR model
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Statistische Verteilung
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14
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14
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13
Metallmarkt
13
Panel
13
Panel study
13
Robust statistics
13
Robustes Verfahren
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USA
13
United States
13
Nichtlineare Regression
11
Nonlinear regression
11
Statistical theory
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17
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Johansen, Søren
Phillips, Peter C. B.
Caporale, Guglielmo Maria
20
Gil-Alaña, Luis A.
13
Jusélius, Katarina
13
Kapetanios, George
13
Härdle, Wolfgang
12
Peel, David
12
Bahmani-Oskooee, Mohsen
11
Perron, Pierre
11
Hafner, Christian M.
9
Koop, Gary
9
McDermott, C. John
8
Payá, Ivan
8
Chang, Tsangyao
7
Diebold, Francis X.
7
Dijk, Herman K. van
7
Franke, Jürgen
7
MacDonald, Ronald
7
Pesaran, M. Hashem
7
Sibbertsen, Philipp
7
Stock, James H.
7
Taylor, Robert
7
Vogelsang, Timothy J.
7
Franses, Philip Hans
6
Kruse, Robinson
6
Mariano, Roberto S.
6
Schlicht, Ekkehart
6
Shin, Yongcheol
6
Brock, William A.
5
Chortareas, Georgios E.
5
Hanck, Christoph
5
Heinen, Florian
5
Holmes, Mark J.
5
Hsieh, David A.
5
McAleer, Michael
5
McCallum, Bennett T.
5
Schlittgen, Rainer
5
Silvapulle, Paramsothy
5
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Cowles Foundation discussion paper
3
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Discussion papers / Department of Economics, University of Copenhagen
2
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1
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1
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ECONIS (ZBW)
17
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1
An I(2) cointegration analysis of the purchasing power parity between Australia and the United States
Johansen, Søren
-
1991
Persistent link: https://www.econbiz.de/10000129180
Saved in:
2
Asymptotics for linear processes
Phillips, Peter C. B.
;
Solo, Victor
-
1992
Persistent link: https://www.econbiz.de/10000872825
Saved in:
3
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
Saved in:
4
Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, Søren
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
3
,
pp. 313-334
Persistent link: https://www.econbiz.de/10001125795
Saved in:
5
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
Saved in:
6
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
7
The role of the constant and linear terms in cointegration analysis of nonstationary variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 205-229
Persistent link: https://www.econbiz.de/10001163113
Saved in:
8
Vector autoregressions and causality
Toda, Hiro Y.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
6
,
pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
Saved in:
9
Estimating systems of trending variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
Saved in:
10
Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10001084872
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