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Estimation theory
Zeitreihenanalyse
29,736
Time series analysis
28,714
Cointegration
17,414
Kointegration
15,790
Theorie
15,143
Theory
14,756
Schätzung
10,985
Estimation
10,715
Schätztheorie
6,560
Prognoseverfahren
6,421
Forecasting model
6,259
USA
4,309
United States
4,138
Volatilität
4,057
Volatility
3,989
Structural break
3,713
Strukturbruch
3,696
Economic growth
3,586
Wirtschaftswachstum
3,500
cointegration
3,158
Börsenkurs
3,042
Share price
2,971
Kausalanalyse
2,746
Causality analysis
2,722
VAR-Modell
2,685
VAR model
2,638
Unit root test
2,282
Einheitswurzeltest
2,277
Konjunktur
2,231
Wechselkurs
2,212
Exchange rate
2,197
Panel
2,192
ARCH-Modell
2,161
Business cycle
2,152
Kapitaleinkommen
2,139
Panel study
2,139
Welt
2,136
Capital income
2,132
ARCH model
2,124
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Free
2,299
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1,139
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Book / Working Paper
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3,031
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2,809
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56
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41
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Phillips, Peter C. B.
123
Gao, Jiti
85
Koopman, Siem Jan
54
Johansen, Søren
52
Lütkepohl, Helmut
46
Nielsen, Morten Ørregaard
43
Franses, Philip Hans
41
Teräsvirta, Timo
41
Pesaran, M. Hashem
38
Perron, Pierre
37
Kapetanios, George
36
Koop, Gary
33
Linton, Oliver
31
Harvey, Andrew C.
30
Swanson, Norman R.
30
Taylor, Robert
30
Li, Degui
28
Sibbertsen, Philipp
28
Haldrup, Niels
27
Rahbek, Anders
27
Robinson, Peter M.
27
Engle, Robert F.
26
Nelson, Daniel B.
26
Peng, Bin
26
Lucas, André
25
Maravall Herrero, Agustín
25
Nielsen, Bent
25
Stock, James H.
25
Watson, Mark W.
25
Cavaliere, Giuseppe
24
Chambers, Marcus J.
24
Dong, Chaohua
24
Leybourne, Stephen James
24
Granger, C. W. J.
23
Kristensen, Dennis
23
Diebold, Francis X.
22
Urga, Giovanni
22
Brännäs, Kurt
21
Caporale, Guglielmo Maria
21
Hassler, Uwe
21
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National Bureau of Economic Research
50
Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
European University Institute / Department of Economics
13
Umeå universitet
12
Centre for Quantitative Economics & Computing
9
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
State University of New York at Albany / Department of Economics
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Birkbeck College / Department of Economics
4
European University Institute / Department of Law
4
University of New England / Department of Econometrics
4
Federal Reserve Bank of San Francisco
3
London School of Economics and Political Science
3
University of Exeter / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Institut für Weltwirtschaft
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Konjunkturinstitutet <Stockholm>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Nationalekonomiska Institutionen <Lund>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Chicago / Graduate School of Business
2
University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Amsterdams Instituut voor ArbeidsStudies
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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Journal of econometrics
355
Econometric theory
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Economics letters
150
Econometric reviews
109
Discussion paper / Tinbergen Institute
108
Working paper / Department of Econometrics and Business Statistics, Monash University
74
CREATES research paper
69
International journal of forecasting
65
Applied economics letters
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Econometrics : open access journal
57
Journal of forecasting
57
The econometrics journal
49
Cowles Foundation discussion paper
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Applied economics
43
Economic modelling
43
Journal of time series econometrics
42
NBER Working Paper
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Journal of the American Statistical Association : JASA
35
Oxford bulletin of economics and statistics
34
Journal of applied econometrics
33
Computational economics
32
EUI working paper / ECO
31
NBER working paper series
28
Working paper series
28
Discussion paper / Centre for Economic Forecasting
27
Journal of empirical finance
27
SFB 649 discussion paper
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Working paper
27
LSE STICERD Research Paper
26
Discussion paper / Department of Economics, University of California San Diego
25
Cowles Foundation Discussion Paper
24
Discussion paper / Center for Economic Research, Tilburg University
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Technical working paper / National Bureau of Economic Research
23
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ECONIS (ZBW)
6,479
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1
The impact of COVID-19 infections on money demand : a
cointegration
analysis in the euro area
Zangelidis, Leonidas
- In:
International journal of sustainable economy : IJSE
15
(
2023
)
4
,
pp. 478-501
Persistent link: https://www.econbiz.de/10014428239
Saved in:
2
Dynamic econometrics in action: a biography of David F. Hendry
Ericsson, Neil R.
-
2021
Persistent link: https://www.econbiz.de/10012589414
Saved in:
3
Finite sample forecast properties and window length under breaks in cointegrated systems
Nocciola, Luca
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 167-196)
.
2022
Persistent link: https://www.econbiz.de/10013201853
Saved in:
4
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 377-398
Persistent link: https://www.econbiz.de/10011649116
Saved in:
5
Quasi-likelihood ratio tests for
cointegration
, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
Saved in:
6
Cointegration
tests in the presence of structural breaks
Campos, Julia
;
Ericsson, Neil R.
;
Hendry, David F.
-
1993
Persistent link: https://www.econbiz.de/10000854458
Saved in:
7
Real-time forecasting with vector autoregressions: spurious drift, structural change, and intercept correction
Bewley, Ronald
- In:
Computer-aided econometrics
,
(pp. 385-405)
.
2003
Persistent link: https://www.econbiz.de/10002595512
Saved in:
8
Economic infrastructure, private capital formation, and FDI inflows to Hungary : a unit root and
cointegration
analysis with structural breaks
Ramírez, Miguel D.
;
Kőműves, Zsófia
- In:
Atlantic economic journal : AEJ
42
(
2014
)
4
,
pp. 367-382
Persistent link: https://www.econbiz.de/10010517388
Saved in:
9
Tests for
cointegration
allowing for an unknown number of breaks
Maki, Daiki
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
Saved in:
10
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
Saved in:
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