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~subject:"Cointegration"
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Cointegration
Schätztheorie
35,691
Estimation theory
35,066
Zeitreihenanalyse
29,568
Time series analysis
28,483
Theorie
20,846
Theory
20,191
Schätzung
10,096
Estimation
9,909
Prognoseverfahren
7,071
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6,910
Regressionsanalyse
4,509
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USA
4,168
Volatilität
4,146
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4,064
United States
4,039
Nichtparametrisches Verfahren
3,920
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3,793
Kointegration
2,744
Börsenkurs
2,441
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2,439
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2,398
Share price
2,382
Statistischer Test
2,381
Kapitaleinkommen
2,333
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Panel
2,301
Panel study
2,245
Konjunktur
2,166
Stochastischer Prozess
2,150
Stochastic process
2,091
Business cycle
2,088
Bayes-Statistik
2,050
Bayesian inference
2,017
VAR-Modell
1,982
VAR model
1,948
Statistische Verteilung
1,847
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Free
974
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Gil-Alaña, Luis A.
78
Caporale, Guglielmo Maria
62
Phillips, Peter C. B.
56
Johansen, Søren
33
Lütkepohl, Helmut
33
Rahbek, Anders
28
Gao, Jiti
25
Nielsen, Morten Ørregaard
23
Wagner, Martin
20
Cavaliere, Giuseppe
19
Jusélius, Katarina
19
Pesaran, M. Hashem
17
Gupta, Rangan
16
Hassler, Uwe
16
Robinson, Peter M.
16
Taylor, Robert
15
Wang, Qiying
14
Watson, Mark W.
14
Boswijk, Herman Peter
13
Kurita, Takamitsu
13
McAleer, Michael
13
Miller, J. Isaac
13
Paruolo, Paolo
13
Ramírez, Miguel D.
13
Sibbertsen, Philipp
13
Cubadda, Gianluca
12
Haldrup, Niels
12
Hall, Stephen G.
12
Hecq, Alain W. J.
12
Hendry, David F.
12
Tiwari, Aviral Kumar
12
Benati, Luca
11
Carcel, Hector
11
Franchi, Massimo
11
Hunter, John
11
Morana, Claudio
11
Dong, Chaohua
10
Hualde, Javier
10
Johansen, Soren
10
Park, Joon Y.
10
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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European University Institute / Department of Economics
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European University Institute / Department of Law
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3
Aarhus Universitet / Afdeling for Nationaløkonomi
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Federal Reserve System / Board of Governors
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Konjunkturforschungsstelle <Zürich>
2
University of Canterbury / Dept. of Economics and Finance
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Australian National University / Faculty of Economics and Commerce
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Center for Economic Research <Tilburg>
1
Centre for International Macroeconomics
1
Centre for Quantitative Economics & Computing
1
Department of Economics, Oxford University
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of New York
1
Institut für Weltwirtschaft
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Konjunkturinstitutet <Stockholm>
1
Københavns Universitet / Økonomisk Institut
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
National Institute of Economic and Social Research
1
Nationalekonomiska Institutionen <Lund>
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Nepal Rastra Bank
1
Nuffield College
1
Robert Schuman Centre for Advanced Studies
1
Rutgers University / Department of Economics
1
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
1
Springer International Publishing
1
State University of New York at Albany / Department of Economics
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
Universitetet i Oslo / Økonomisk institutt
1
University of Cambridge / Department of Applied Economics
1
University of Colorado Boulder / Department of Economics
1
University of New England / Department of Econometrics
1
University of Southampton / Department of Economics
1
University of Strathclyde / Department of Economics
1
University of Western Australia / Department of Economics
1
World Bank / Colombia, Mexico, and Venezuela Country Management Unit
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
86
Economic modelling
49
Applied economics
38
Econometric theory
37
Applied economics letters
36
Economics letters
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Econometric reviews
34
International Journal of Energy Economics and Policy : IJEEP
31
CESifo working papers
28
Energy economics
26
International journal of economics and financial issues : IJEFI
26
CREATES research paper
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
The empirical economics letters : a monthly international journal of economics
23
Discussion papers / Department of Economics, University of Copenhagen
22
Econometrics : open access journal
22
International journal of forecasting
20
Cowles Foundation discussion paper
19
Discussion paper / Tinbergen Institute
18
Oxford bulletin of economics and statistics
17
The econometrics journal
16
Working paper
16
International journal of economics and finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Discussion papers of interdisciplinary research project 373
14
Economics and finance working paper series
14
Modern economy
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
EUI working paper / ECO
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Business and Economic Research : BER
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of economic surveys
11
Journal of macroeconomics
11
CBN journal of applied statistics
10
Discussion paper / Department of Economics, University of California San Diego
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Journal of applied econometrics
10
Research in international business and finance
10
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ECONIS (ZBW)
2,683
RePEc
8
EconStor
4
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1
Cointegration and an error correction model of money demand for Australia
Lim, Lee K.
-
1994
Persistent link: https://www.econbiz.de/10000147977
Saved in:
2
GARCH effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
Saved in:
3
Multi co-integrating equations and parameter reduction techniques in vector autogressive modelling
Bewley, Ronald
;
Fisher, Lance
;
Parry, Thomas
-
1988
Persistent link: https://www.econbiz.de/10000127253
Saved in:
4
Testing for cointegration in linear quadratic models
Gregory, Allan W.
-
1991
Persistent link: https://www.econbiz.de/10000129420
Saved in:
5
An expanded, cointegrated model of US trade
Hickok, Susan A.
;
Hung, Juann H.
;
Wulfekuhler, Kurt C.
-
1991
Persistent link: https://www.econbiz.de/10000135359
Saved in:
6
Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku
-
1992
Persistent link: https://www.econbiz.de/10000136069
Saved in:
7
Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael
;
Startz, Richard
-
1994
Persistent link: https://www.econbiz.de/10000896983
Saved in:
8
Cointegration and an error correction model of money demand for Australia
Lim, Lee K.
-
1994
Persistent link: https://www.econbiz.de/10000900102
Saved in:
9
On the meaning of certain cointegration tests
Dhrymes, Phoebus J.
-
1994
Persistent link: https://www.econbiz.de/10000910028
Saved in:
10
Looking for structural breaks in co-integrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000910189
Saved in:
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