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~subject:"Cointegration"
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Bandspectrum cointegration
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Cointegration
Schätztheorie
40,126
Estimation theory
39,496
Kointegration
15,143
Theorie
13,495
Theory
13,046
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12,080
Estimation
11,853
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8,312
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3,924
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3,835
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3,564
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3,478
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3,319
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3,289
cointegration
3,183
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2,980
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2,862
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2,862
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2,792
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2,778
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2,751
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2,582
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2,560
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Börsenkurs
1,989
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1,860
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1,795
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1,769
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Caporale, Guglielmo Maria
167
Gil-Alaña, Luis A.
142
Lütkepohl, Helmut
98
Narayan, Paresh Kumar
94
Phillips, Peter C. B.
92
Bahmani-Oskooee, Mohsen
88
Shahbaz, Muhammad
84
Johansen, Søren
79
Belke, Ansgar
78
Nielsen, Morten Ørregaard
75
Wagner, Martin
73
Rault, Christophe
62
Jusélius, Katarina
61
Beckmann, Joscha
59
Dreger, Christian
59
Banerjee, Anindya
56
Herzer, Dierk
54
Chang, Tsangyao
47
Rahbek, Anders
46
Trenkler, Carsten
46
Saikkonen, Pentti
44
Gupta, Rangan
42
Gao, Jiti
41
Westerlund, Joakim
41
Smyth, Russell
40
Ramírez, Miguel D.
39
Siliverstovs, Boriss
39
Hall, Stephen G.
38
Marcellino, Massimiliano
37
Pesaran, M. Hashem
37
Strachan, Rodney W.
37
Tang, Chor Foon
37
Wolters, Jürgen
36
Weber, Enzo
34
Hassler, Uwe
33
Kumar, Saten
33
Nielsen, Bent
33
Österholm, Pär
33
Kurozumi, Eiji
32
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32
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
204
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41
European University Institute / Department of Economics
27
EconWPA
21
National Bureau of Economic Research
20
C.E.P.R. Discussion Papers
13
Cowles Foundation for Research in Economics, Yale University
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Econometric Society
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Department of Economics, European University Institute
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Department of Economics, Oxford University
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
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School of Economics and Management, University of Aarhus
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Department of Econometrics and Business Statistics, Monash Business School
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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Facoltà di Economia, Università degli Studi dell'Insubria
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Institute of Economic Research, Hitotsubashi University
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Nationalekonomiska Institutionen <Lund>
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Department of Economics, Faculty of Economic and Management Sciences
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
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HAL
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
7
William Davidson Institute <Ann Arbor, Mich.>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Centre for International Macroeconomics
6
Economics Group, Nuffield College, University of Oxford
6
Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
6
Sveriges Riksbank
6
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Agricultural and Applied Economics Association - AAEA
5
Banque de France
5
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
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Departament d'Estructura Econòmica, Facultad de Economía
5
East Asian Bureau of Economic Research (EABER)
5
Econometrisch Instituut <Rotterdam>
5
Ekonomiska forskningsinstitutet <Stockholm>
5
European University Institute / Department of Law
5
Graduate School of Economics, Hitotsubashi University
5
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Applied economics
338
International Journal of Energy Economics and Policy : IJEEP
282
Economic modelling
242
Energy economics
211
MPRA Paper
203
Journal of econometrics
179
International journal of economics and financial issues : IJEFI
172
Applied economics letters
159
Economics letters
158
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
151
International journal of economics and finance
139
The empirical economics letters : a monthly international journal of economics
135
Cogent economics & finance
101
Theoretical and applied economics : GAER review
90
CESifo working papers
81
International review of economics & finance : IREF
79
Econometric theory
78
Working paper
77
Journal of international money and finance
62
Econometric reviews
61
Panoeconomicus
61
Economies : open access journal
60
Journal of policy modeling : JPMOD ; a social science forum of world issues
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Applied financial economics
55
Global business review
54
Journal of international financial markets, institutions & money
54
Research in international business and finance
53
Economic research
52
The Indian journal of economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
International journal of finance & economics : IJFE
48
Oxford bulletin of economics and statistics
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
The journal of developing areas
47
Discussion paper / Tinbergen Institute
46
Empirical Economics
45
Applied econometrics and international development
44
Journal of macroeconomics
44
The Pakistan development review : PDR
44
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ECONIS (ZBW)
14,822
RePEc
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EconStor
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Other ZBW resources
94
BASE
32
ArchiDok
8
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1
Recovering
cointegration
via wavelets in the presence of non-linear patterns
Martínez Compains, Jorge
;
Rodríguez Carreño, Ignacio
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 255-265
Persistent link: https://www.econbiz.de/10012806528
Saved in:
2
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
3
Cointegration
and dynamic spillovers between cryptocurrencies and other financial assets
Watcharaporn Kantaphayao
;
Sorasart Sukcharoensin
- In:
Southeast Asian journal of economics
9
(
2021
)
3
,
pp. 43-73
Persistent link: https://www.econbiz.de/10012813491
Saved in:
4
Fractional integration and
cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
5
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
6
Testing the validity of the long run neutrality of money in Nigeria
Ugwu, Ephraim Ikechukwu
;
Ehinomen, Christopher
;
Nwosa, …
- In:
Folia oeconomica Stetinensia : FOS
21
(
2021
)
2
,
pp. 148-167
Persistent link: https://www.econbiz.de/10012797032
Saved in:
7
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
Saved in:
8
How reliable are
cointegration
-based estimates for wealth effects on consumption? : Evidence from Switzerland
Galli, Alain
- In:
Swiss journal of economics and statistics
153
(
2017
)
4
,
pp. 437-479
Persistent link: https://www.econbiz.de/10011845257
Saved in:
9
Analysing interlinkages of Indian stock market with other emerging Asian markets
Goel, Himanshu
;
Narinder Pal Singh
- In:
International journal of economics and business …
22
(
2021
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10012597911
Saved in:
10
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
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