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~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Strachan, Rodney W."
~subject:"Kointegration"
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Kointegration
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Pesaran, M. Hashem
Phillips, Peter C. B.
Strachan, Rodney W.
Caporale, Guglielmo Maria
175
Gil-Alaña, Luis A.
136
Narayan, Paresh Kumar
96
Lütkepohl, Helmut
92
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86
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83
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71
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68
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67
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67
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61
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58
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55
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52
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50
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48
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43
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43
Trenkler, Carsten
43
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42
Beckmann, Joscha
41
Rahbek, Anders
41
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40
Wolters, Jürgen
39
Apergēs, Nikolaos
38
Ramírez, Miguel D.
38
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36
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34
Hall, Stephen G.
34
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34
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32
Reimers, Hans-Eggert
32
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31
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31
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29
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ECONIS (ZBW)
149
EconStor
3
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1
Estimation and inference in short panel vector autoregressions with unit roots and
cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
-
2000
derive unit root and
cointegration
tests in panels with short time dimension; these tests have the attractive feature that … hypothesis and
cointegration
tests based on it perform well in small sample; this is in marked contrast to the small sample …
Persistent link: https://www.econbiz.de/10009786715
Saved in:
2
Dynamic panel modeling of climate change
Phillips, Peter C. B.
- In:
Econometrics : open access journal
8
(
2020
)
3/30
,
pp. 1-28
standard dynamic panel regression and
cointegration
techniques that have been used in earlier research. The findings reveal …
Persistent link: https://www.econbiz.de/10012265695
Saved in:
3
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
4
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Strachan, Rodney W.
;
van Dijk, Herman K.
-
2008
volatility
in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10010325721
Saved in:
5
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
Strachan, Rodney W.
;
van Dijk, Herman K.
-
2010
) processes. The linear VAR model is extendedto permit
cointegration
, a range of deterministic processes, equilibrium restrictions …
Persistent link: https://www.econbiz.de/10010326026
Saved in:
6
Testing for
cointegration
using principal component methods
Phillips, Peter C. B.
;
Ouliaris, Sam
-
1987
Persistent link: https://www.econbiz.de/10000740642
Saved in:
7
Persistence,
cointegration
and aggregation : a disaggregated analysis of output fluctuations in the US economy
Pesaran, M. Hashem
;
Pierse, Richard G.
;
Lee, Kevin C.
-
1990
Persistent link: https://www.econbiz.de/10000805454
Saved in:
8
Testing for unit roots in heterogeneous panels
Im, KyungSo
;
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1995
Persistent link: https://www.econbiz.de/10000560436
Saved in:
9
Long-run structural modelling
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1994
Persistent link: https://www.econbiz.de/10000147757
Saved in:
10
An autoregressive distributed lag modelling approach to
cointegration
analysis
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1995
Persistent link: https://www.econbiz.de/10000151780
Saved in:
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