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~subject:"Cointegration"
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Cointegration
Volatility
249
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245
Theory
245
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245
ARCH model
181
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181
Time series analysis
148
Zeitreihenanalyse
148
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English
48
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Urbain, Jean-Pierre
25
McAleer, Michael
23
Hecq, Alain W. J.
13
Palm, Franz C.
12
Chang, Chia-Lin
8
Allen, David E.
6
Gengenbach, Christian
5
Götz, Thomas B.
5
Oxley, Les
5
Westerlund, Joakim
5
Chen, Chi-chung
4
Chen, Ping-Yu
3
Singh, Abhay Kumar
3
Asai, Manabu
2
Duc Hong Vo
2
Franses, Philip Hans
2
Khamkaew, Thanchanok
2
Peiris, Shelton
2
Smeekes, Stephan
2
Anh The Vo
1
Chang, Chia-ling
1
Chen, Ping-yu
1
Chow, Ying-foon
1
Ha Minh Nguyen
1
Lim, Christine
1
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Econometric Institute research papers
7
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4
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4
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4
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3
Applied economics
2
CESifo working papers
2
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2
Oxford bulletin of economics and statistics
2
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1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Journal of time series econometrics
1
Practical issues in cointegration analysis
1
Research memorandum / Faculty of Economics, Limburg University
1
Research memorandum / Faculty of Economics, Limburg University / Faculteit der Economische Wetenschappen, Rijksuniversiteit Limburg
1
Research papers / Centre de Recherches Economiques et Démographiques de Liège, Université de Liège au Sart-Tilman
1
Risks : open access journal
1
Surveys of recent research in economics
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
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ECONIS (ZBW)
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1
Error correction models for aggregate imports : the case of two small open European economies
Urbain, Jean-Pierre
-
1988
Persistent link: https://www.econbiz.de/10000814401
Saved in:
2
Partial versus full system modelling of cointegrated systems : an empirical illustration
Urbain, Jean-Pierre
-
1993
Persistent link: https://www.econbiz.de/10000874068
Saved in:
3
A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2007
Persistent link: https://www.econbiz.de/10003647697
Saved in:
4
Common cyclical features analysis in VAR models with cointegration
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10003320251
Saved in:
5
Panel cointegration testing in the presence of common factors
Gengenbach, Christian
;
Palm, Franz C.
;
Urbain, Jean-Pierre
-
2005
Persistent link: https://www.econbiz.de/10003319492
Saved in:
6
Spurious regression in nonstationary panels with cross-unit cointegration
Urbain, Jean-Pierre
;
Westerlund, Joakim
-
2006
Persistent link: https://www.econbiz.de/10003483122
Saved in:
7
A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Econometric theory
26
(
2010
)
3
,
pp. 647-681
Persistent link: https://www.econbiz.de/10003992422
Saved in:
8
Cointegration testing in panels with common factors
Gengenbach, Christian
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 683-719
Persistent link: https://www.econbiz.de/10003393446
Saved in:
9
Spurious regression in non-stationary panel time series with cross-unit cointegration
Urbain, Jean-Pierre
;
Westerlund, Joakim
-
2008
Persistent link: https://www.econbiz.de/10003921291
Saved in:
10
Panel error correction testing with global stochastic trends
Gengenbach, Christian
;
Urbain, Jean-Pierre
;
Westerlund, …
-
2008
Persistent link: https://www.econbiz.de/10003921626
Saved in:
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