//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Cointegration"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pitfalls in VAR based return d...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
Theorie
84
Theory
83
VAR model
44
Denmark
39
Dänemark
39
Estimation
39
Schätzung
39
Capital income
34
Kapitaleinkommen
34
Time series analysis
32
VAR-Modell
32
Zeitreihenanalyse
32
Bubbles
24
Spekulationsblase
24
USA
24
United States
24
Rational expectations
20
Rationale Erwartung
20
Yield curve
20
Großbritannien
19
United Kingdom
19
Estimation theory
18
Forecasting model
18
Kointegration
18
Prognoseverfahren
18
Schätztheorie
18
Zinsstruktur
18
OECD countries
17
Börsenkurs
15
Share price
15
CAPM
14
OECD-Staaten
13
Dividend
9
Dividende
9
Hyperinflation
9
Immobilienpreis
9
Prognose
9
Real estate price
9
Risikoprämie
9
more ...
less ...
Online availability
All
Free
10
Undetermined
1
Type of publication
All
Book / Working Paper
16
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
19
Undetermined
1
Author
All
Engsted, Tom
20
Haldrup, Niels
7
Siliverstovs, Boriss
6
Nielsen, Bent
5
Gonzalo, Jesús
1
Hviid, Simon Juul
1
Pedersen, Thomas Q.
1
Tanggaard, Carsten
1
more ...
less ...
Institution
All
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Centre for Analytical Finance <Århus>
1
Economics Group, Nuffield College, University of Oxford
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
School of Economics and Management, University of Aarhus
1
Published in...
All
Working paper
3
CREATES Research Papers
1
CREATES research paper
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Economics discussion papers
1
Economics working paper
1
Finance Working Papers
1
Finance research letters
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Research report from Department of Management Science / Aarhus School of Business
1
Working paper / Department of Economics, University of Aarhus
1
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
RePEc
3
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing cointegration implications of the constant term premium hypothesis in US term structure data
Engsted, Tom
;
Tanggaard, Carsten
-
1992
Persistent link: https://www.econbiz.de/10000847544
Saved in:
2
Explosive bubbles in house prices? : evidence from the OECD countries
Engsted, Tom
;
Hviid, Simon Juul
;
Pedersen, Thomas Q.
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011475823
Saved in:
3
Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom
-
1997
Persistent link: https://www.econbiz.de/10000959730
Saved in:
4
Explosive bubbles in the cointegrated VAR model
Engsted, Tom
- In:
Finance research letters
3
(
2006
)
2
,
pp. 154-162
Persistent link: https://www.econbiz.de/10003333936
Saved in:
5
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
6
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
-
2002
Persistent link: https://www.econbiz.de/10001683208
Saved in:
7
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
- In:
Journal of international money and finance
22
(
2003
)
4
,
pp. 441-451
Persistent link: https://www.econbiz.de/10001770574
Saved in:
8
Testing for multicointegration
Engsted, Tom
;
Gonzalo, Jesús
;
Haldrup, Niels
-
1997
Persistent link: https://www.econbiz.de/10000956058
Saved in:
9
Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom
;
Nielsen, Bent
-
2010
Persistent link: https://www.econbiz.de/10003978304
Saved in:
10
Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom
;
Nielsen, Bent
-
2010
Persistent link: https://www.econbiz.de/10008659876
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->