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~subject:"Cointegration"
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Cointegration
Zeitreihenanalyse
29,739
Time series analysis
28,717
Theorie
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Theory
25,302
Schätzung
18,153
Estimation
17,627
Kointegration
15,793
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13,966
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13,813
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10,977
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10,582
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10,401
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10,089
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8,911
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Caporale, Guglielmo Maria
168
Gil-Alaña, Luis A.
136
Narayan, Paresh Kumar
100
Lütkepohl, Helmut
94
Shahbaz, Muhammad
93
Bahmani-Oskooee, Mohsen
91
Phillips, Peter C. B.
82
Belke, Ansgar
78
Nielsen, Morten Ørregaard
73
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71
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70
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63
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60
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59
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57
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54
Herzer, Dierk
52
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51
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47
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47
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46
Saikkonen, Pentti
46
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44
Tiwari, Aviral Kumar
43
Westerlund, Joakim
43
Pesaran, M. Hashem
41
Gao, Jiti
40
Narayan, Seema
39
Strachan, Rodney W.
39
Apergēs, Nikolaos
38
Ramírez, Miguel D.
38
Tang, Chor Foon
38
Hall, Stephen G.
37
Siliverstovs, Boriss
37
Wolters, Jürgen
34
Kumar, Saten
33
Marcellino, Massimiliano
33
Weber, Enzo
33
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32
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32
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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27
EconWPA
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National Bureau of Economic Research
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Cowles Foundation for Research in Economics, Yale University
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William Davidson Institute <Ann Arbor, Mich.>
7
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Centre for Analytical Finance <Århus>
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Centre for International Macroeconomics
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European University Institute / Department of Law
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Graduate School of Economics, Hitotsubashi University
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Institute for International Integration Studies (IIIS), Trinity College Dublin
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Konjunkturforschungsstelle <Zürich>
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Applied economics
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International Journal of Energy Economics and Policy : IJEEP
328
Economic modelling
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Energy economics
232
MPRA Paper
203
International journal of economics and financial issues : IJEFI
187
Applied economics letters
178
Journal of econometrics
162
Economics letters
158
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
The empirical economics letters : a monthly international journal of economics
156
International journal of economics and finance
149
Theoretical and applied economics : GAER review
105
Cogent economics & finance
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CESifo working papers
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International review of economics & finance : IREF
83
Econometric theory
77
Journal of international money and finance
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Economies : open access journal
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Panoeconomicus
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Journal of policy modeling : JPMOD ; a social science forum of world issues
63
Econometric reviews
60
Economic research
60
Research in international business and finance
60
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
57
International journal of finance & economics : IJFE
56
The North American journal of economics and finance : a journal of financial economics studies
53
The journal of developing areas
53
The Indian journal of economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied econometrics and international development
47
Journal of macroeconomics
47
Modern economy
47
Oxford bulletin of economics and statistics
47
Finance research letters
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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RePEc
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EconStor
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Other ZBW resources
94
BASE
32
ArchiDok
8
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1
Applied time series econometrics
Lütkepohl, Helmut
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001851355
Saved in:
2
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
Saved in:
3
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
-
2005
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner
Persistent link: https://www.econbiz.de/10014415231
Saved in:
4
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
-
2005
Persistent link: https://www.econbiz.de/10013520820
Saved in:
5
New directions in econometric practice : general to specific modelling,
cointegration
and vector autoregression
Charemza, Wojciech
;
Deadman, Derek F.
-
1997
-
2. ed.
Persistent link: https://www.econbiz.de/10000613833
Saved in:
6
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
);
Buscher, Herbert S.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001629835
Saved in:
7
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
)
-
2012
-
2., überarbeitete Auflage
Persistent link: https://www.econbiz.de/10014008462
Saved in:
8
Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
-
2006
Persistent link: https://www.econbiz.de/10003028229
Saved in:
9
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
-
2014
Long-run restrictions have been used extensively for identifying structural shocks in vector autoregressive (VAR) analysis. Such restrictions are typically just-identifying but can be checked by utilizing changes in volatility. This paper reviews and contrasts the volatility models that have...
Persistent link: https://www.econbiz.de/10010233639
Saved in:
10
Structural vector autoregressions checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
-
2014
Long-run restrictions have been used extensively for identifying structural shocks in vector autoregressive (VAR) analysis. Such restrictions are typically just-identifying but can be checked by utilizing changes in volatility. This paper reviews and contrasts the volatility models that have...
Persistent link: https://www.econbiz.de/10010233991
Saved in:
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