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Estimation
Cointegration
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Caporale, Guglielmo Maria
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41
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Beckmann, Joscha
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32
Chang, Tsangyao
31
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Wolters, Jürgen
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Carcel, Hector
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Hoesli, Martin
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Payne, James E.
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Agricultural Land Markets - Efficiency and Regulation
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International Research Conference on Household Heterogeneity and Policy Relevance <2022, Brüssel>
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Massachusetts Institute of Technology / Department of Economics
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Applied economics
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Journal of econometrics
99
The empirical economics letters : a monthly international journal of economics
94
Discussion paper series / IZA
91
International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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CESifo working papers
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Energy economics
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International journal of economics and finance
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International review of economics & finance : IREF
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Cogent economics & finance
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The North American journal of economics and finance : a journal of financial economics studies
50
Theoretical and applied economics : GAER review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Research in international business and finance
43
Working paper
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IZA Discussion Paper
42
Journal of risk and financial management : JRFM
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Economies : open access journal
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Finance research letters
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Journal of applied econometrics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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International journal of finance & economics : IJFE
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometric reviews
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Tourism economics : the business and finance of tourism and recreation
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Global business review
30
Journal of international financial markets, institutions & money
29
Journal of international money and finance
28
International journal of forecasting
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International review of financial analysis
26
Journal of banking & finance
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Journal of macroeconomics
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Modern economy
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ECONIS (ZBW)
8,481
RePEc
2
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1
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8,483
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1
Fractional integration and
cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
2
Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil
;
Balibey, Mesut
- In:
International journal of economics and financial issues …
4
(
2014
)
2
,
pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
Saved in:
3
Simple identification and specification of cointegrated VARMA models
Kascha, Christian
;
Trenkler, Carsten
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
Saved in:
4
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
5
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
6
Revisiting inflation in the euro area allowing for long memory
Hualde, Javier
;
Iacone, Fabrizio
- In:
Economics letters
156
(
2017
),
pp. 145-150
Persistent link: https://www.econbiz.de/10011822391
Saved in:
7
Monetary approach to exchange rate : forecasting with VAR VECM
Nepal, Mani
- In:
The economic journal of Nepal : a quarterly publication …
32
(
2009
)
2
,
pp. 65-79
Persistent link: https://www.econbiz.de/10003958311
Saved in:
8
Economic sentiment indicator as a demand determinant
Altin, Mehmet
;
Uysal, Muzaffer
- In:
Tourism analysis : an interdisciplinary tourism & …
19
(
2014
)
5
,
pp. 581-597
Persistent link: https://www.econbiz.de/10010468694
Saved in:
9
Modeling fractional
cointegration
between high and low stock prices in Asian countries
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 661-682
Persistent link: https://www.econbiz.de/10012490321
Saved in:
10
Multivariate fractional components analysis
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
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