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~subject:"Cointegration"
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Censored regression quantiles
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Cointegration
Schätztheorie
35,691
Estimation theory
35,066
Regressionsanalyse
14,460
Regression analysis
14,414
Theorie
12,775
Theory
12,387
Schätzung
7,865
Estimation
7,778
Zeitreihenanalyse
6,240
Time series analysis
6,150
Nichtparametrisches Verfahren
3,946
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3,860
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2,869
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2,834
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2,589
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2,540
USA
2,423
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2,377
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1,958
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1,921
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1,835
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1,810
Statistische Verteilung
1,647
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1,618
Bayes-Statistik
1,521
Bayesian inference
1,505
Kapitaleinkommen
1,337
Capital income
1,335
Börsenkurs
1,236
Kointegration
1,229
Share price
1,218
Stichprobenerhebung
1,177
Sampling
1,176
ARCH-Modell
1,160
Monte-Carlo-Simulation
1,153
ARCH model
1,151
Monte Carlo simulation
1,143
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1,137
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1,204
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12
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Phillips, Peter C. B.
53
Gao, Jiti
22
Wagner, Martin
22
Johansen, Søren
21
Wang, Qiying
18
Nielsen, Morten Ørregaard
15
Park, Joon Y.
13
Rahbek, Anders
13
Watson, Mark W.
13
Miller, J. Isaac
12
Ōgaki, Masao
12
Pesaran, M. Hashem
10
Boswijk, Herman Peter
9
Dong, Chaohua
9
Haldrup, Niels
9
Kurita, Takamitsu
9
Paruolo, Paolo
9
Li, Degui
8
Morana, Claudio
8
Ramírez, Miguel D.
8
Bohn Nielsen, Heino
7
Hualde, Javier
7
Johansen, Soren
7
Lasak, Katarzyna
7
Lütkepohl, Helmut
7
Müller, Ulrich K.
7
Tu, Yundong
7
Xiao, Zhijie
7
Belke, Ansgar
6
Benati, Luca
6
Canepa, Alessandra
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Chang, Yoosoon
6
Dhrymes, Phoebus J.
6
Franchi, Massimo
6
Hlouskova, Jaroslava
6
Hsiao, Cheng
6
Kao, Chihwa
6
Kasparis, Ioannis
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
5
European University Institute / Department of Economics
2
Federal Reserve System / Board of Governors
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Australian National University / Faculty of Economics and Commerce
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
European University Institute / Department of Law
1
Federal Reserve Bank of St. Louis
1
Institut für Weltwirtschaft
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
National Institute of Economic and Social Research
1
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
1
University of Strathclyde / Department of Economics
1
University of Western Australia / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
72
Econometric theory
32
Econometric reviews
27
Economics letters
22
Economic modelling
21
Applied economics letters
18
Econometrics : open access journal
17
Cowles Foundation discussion paper
16
Applied economics
14
CREATES research paper
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
The econometrics journal
14
Discussion paper / Tinbergen Institute
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Cowles Foundation Discussion Paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
International journal of economics and financial issues : IJEFI
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Oxford bulletin of economics and statistics
10
International Journal of Energy Economics and Policy : IJEEP
9
International journal of forecasting
9
Discussion papers / Department of Economics, University of Copenhagen
8
International journal of economics and finance
8
CESifo working papers
7
Discussion paper / Department of Economics, University of California San Diego
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Energy economics
7
Journal of applied econometrics
7
Journal of time series econometrics
7
Queen's Economics Department working paper
7
Working paper series / Department of Economics, University of Missouri-Columbia
7
Discussion paper series / Department of Economics, Columbia University
6
Discussion papers of interdisciplinary research project 373
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
EUI working paper / ECO
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Essays in honor of Joon Y. Park : econometric theory
6
Rochester Center for Economic Research working paper
6
The empirical economics letters : a monthly international journal of economics
6
IHS economics series : working paper
5
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ECONIS (ZBW)
1,213
EconStor
2
RePEc
1
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1
Distribution approximations for cointegration tests with stationary exogenous regressors
Boswijk, H. Peter
;
Doornik, Jurgen A.
-
1999
Persistent link: https://www.econbiz.de/10001365103
Saved in:
2
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik R.
-
1999
Persistent link: https://www.econbiz.de/10001389313
Saved in:
3
Econometric theory
Davidson, James
;
Davidson, James E. H.
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10000591834
Saved in:
4
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
Saved in:
5
Testing cointegration in quantile regressions with an application to the term structure of interest rates
Kuriyama, Nina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011507436
Saved in:
6
Testing for linearity in regressions with I(1) processes
Arai, Yoichi
- In:
Hitotsubashi journal of economics
57
(
2016
)
1
,
pp. 111-138
Persistent link: https://www.econbiz.de/10011522367
Saved in:
7
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
-
2019
Persistent link: https://www.econbiz.de/10012132062
Saved in:
8
Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models
Kripfganz, Sebastian
;
Schneider, Daniel
-
2019
Persistent link: https://www.econbiz.de/10011978852
Saved in:
9
Co-movements of the Indian stock market
Sudhakar, Aare
;
Sireesha, P. Bhanu
- In:
GITAM journal of management : a quarterly publication …
13
(
2015
)
2
,
pp. 40-59
Persistent link: https://www.econbiz.de/10011398114
Saved in:
10
Estimation and test for quantile nonlinear cointegrating regression
Li, Haiqi
;
Zheng, Chaowen
;
Guo, Yu
- In:
Economics letters
148
(
2016
),
pp. 27-32
Persistent link: https://www.econbiz.de/10011619779
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