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~subject:"Cointegration"
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Cointegration
Schätztheorie
35,898
Estimation theory
35,271
Theorie
9,572
Theory
9,191
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5,781
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5,706
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1,021
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1,004
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Phillips, Peter C. B.
43
Gao, Jiti
22
Johansen, Søren
20
Wagner, Martin
18
Nielsen, Morten Ørregaard
15
Rahbek, Anders
13
Wang, Qiying
13
Watson, Mark W.
13
Boswijk, Herman Peter
9
Dong, Chaohua
9
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9
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9
Paruolo, Paolo
9
Li, Degui
8
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8
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8
Ramírez, Miguel D.
8
Tu, Yundong
8
Bohn Nielsen, Heino
7
Haldrup, Niels
7
Lasak, Katarzyna
7
Lütkepohl, Helmut
7
Müller, Ulrich K.
7
Park, Joon Y.
7
Benati, Luca
6
Canepa, Alessandra
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Dhrymes, Phoebus J.
6
Franchi, Massimo
6
Hlouskova, Jaroslava
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Hsiao, Cheng
6
Hualde, Javier
6
Johansen, Soren
6
Kristensen, Dennis
6
Tjostheim, Dag
6
Łasak, Katarzyna
6
Anderson, Richard G.
5
Banerjee, Anindya
5
Barigozzi, Matteo
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Nationalekonomiska Institutionen <Lund>
1
Robert Schuman Centre for Advanced Studies
1
State University of New York at Albany / Department of Economics
1
University of New England / Department of Econometrics
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University of Strathclyde / Department of Economics
1
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Journal of econometrics
63
Econometric reviews
24
Econometric theory
24
Economics letters
19
Econometrics : open access journal
18
Applied economics letters
17
Economic modelling
15
CREATES research paper
14
Cowles Foundation discussion paper
14
Discussion paper / Tinbergen Institute
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The econometrics journal
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Applied economics
10
International journal of economics and financial issues : IJEFI
10
Cowles Foundation Discussion Paper
9
Oxford bulletin of economics and statistics
8
Discussion papers / Department of Economics, University of Copenhagen
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of economics and finance
7
Journal of time series econometrics
7
Queen's Economics Department working paper
7
CESifo working papers
6
Discussion paper / Department of Economics, University of California San Diego
6
Discussion paper series / Department of Economics, Columbia University
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
Essays in honor of Joon Y. Park : econometric theory
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of forecasting
6
Discussion papers of interdisciplinary research project 373
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of macroeconomics
5
LSE STICERD Research Paper
5
Rochester Center for Economic Research working paper
5
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Working paper series / Department of Economics, University of Missouri-Columbia
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Central European journal of economic modelling and econometrics
4
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ECONIS (ZBW)
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EconStor
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1
Co-integrated variables and error-correcting models
Granger, C. W. J.
-
1983
Persistent link: https://www.econbiz.de/10000887616
Saved in:
2
GARCH effects on a test of cointegration
Franses, Philip Hans
;
Kofman, Paul
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000893748
Saved in:
3
Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael
;
Startz, Richard
-
1994
Persistent link: https://www.econbiz.de/10000896983
Saved in:
4
On cointegration and exchange rate dynamics
Diebold, Francis X.
;
Gardeazabal, Javier
;
Yılmaz, Kamil
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000854420
Saved in:
5
Cointegration tests in the presence of structural breaks
Campos, Julia
;
Ericsson, Neil R.
;
Hendry, David F.
-
1993
Persistent link: https://www.econbiz.de/10000854458
Saved in:
6
Hidden cointegration : some Monte Carlo evidence
Eitrheim, Øyvind
-
1991
Persistent link: https://www.econbiz.de/10000829098
Saved in:
7
New directions in econometric practice : general to specific modelling, cointegration and vector autoregression
Charemza, Wojciech
;
Deadman, Derek F.
-
1992
Persistent link: https://www.econbiz.de/10000831308
Saved in:
8
The mathematical structure of models that exhibit cointegration : a survey of recent approaches
Clements, Michael P.
-
1990
Persistent link: https://www.econbiz.de/10000804287
Saved in:
9
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1991
Persistent link: https://www.econbiz.de/10000812979
Saved in:
10
Stationary disequilibrium error processes in the Danish money market : an application of ML cointegration
Jusélius, Katarina
-
1989
Persistent link: https://www.econbiz.de/10000768991
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