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~subject:"Kointegration"
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Kointegration
Schätztheorie
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Estimation theory
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Zeitreihenanalyse
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2,725
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Gil-Alaña, Luis A.
79
Caporale, Guglielmo Maria
65
Phillips, Peter C. B.
55
Johansen, Søren
33
Lütkepohl, Helmut
33
Rahbek, Anders
28
Gao, Jiti
25
Nielsen, Morten Ørregaard
25
Wagner, Martin
23
Hassler, Uwe
20
Jusélius, Katarina
20
Cavaliere, Giuseppe
19
Pesaran, M. Hashem
17
Gupta, Rangan
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
Ramírez, Miguel D.
13
Sibbertsen, Philipp
13
Cubadda, Gianluca
12
Hall, Stephen G.
12
Hecq, Alain W. J.
12
Hendry, David F.
12
Paruolo, Paolo
12
Tiwari, Aviral Kumar
12
Benati, Luca
11
Carcel, Hector
11
Franchi, Massimo
11
Hunter, John
11
Breitung, Jörg
10
Dijk, Herman K. van
10
Dong, Chaohua
10
Doornik, Jurgen A.
10
Fiorentini, Gabriele
10
Gil-Alana, Luis A.
10
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National Bureau of Economic Research
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Australasian Economic Modelling Conference <1992, Cairns>
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Australian National University / Faculty of Economics and Commerce
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Center for Economic Research <Tilburg>
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Centre for International Macroeconomics
1
Centre for Quantitative Economics & Computing
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Springer International Publishing
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Svenska Handelshögskolan <Helsinki>
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1
University of Southampton / Department of Economics
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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
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Journal of econometrics
85
Economic modelling
49
Econometric theory
39
Applied economics
38
Economics letters
37
Applied economics letters
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Econometric reviews
33
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
Econometrics : open access journal
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
International journal of forecasting
20
Cowles Foundation discussion paper
19
Discussion paper / Tinbergen Institute
18
Oxford bulletin of economics and statistics
17
Working paper
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
The econometrics journal
16
International journal of economics and finance
15
Discussion papers of interdisciplinary research project 373
14
Economics and finance working paper series
14
Modern economy
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Working paper / Department of Econometrics and Business Statistics, Monash University
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Business and Economic Research : BER
11
Discussion paper / Department of Economics, University of California San Diego
11
Journal of economic surveys
11
Journal of macroeconomics
11
CBN journal of applied statistics
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Journal of applied econometrics
10
Research in international business and finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
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ECONIS (ZBW)
2,728
EconStor
33
USB Cologne (EcoSocSci)
10
USB Cologne (business full texts)
1
OLC EcoSci
1
RePEc
1
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1
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
Saved in:
2
Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386990
Saved in:
3
GARCH effects on a test of cointegration
Franses, Philip Hans
;
Kofman, Paul
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000893748
Saved in:
4
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:
5
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:
6
New directions in econometric practice : general to specific modelling, cointegration and vector autoregression
Charemza, Wojciech
;
Deadman, Derek F.
-
1992
Persistent link: https://www.econbiz.de/10000831308
Saved in:
7
The mathematical structure of models that exhibit cointegration : a survey of recent approaches
Clements, Michael P.
-
1990
Persistent link: https://www.econbiz.de/10000804287
Saved in:
8
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1991
Persistent link: https://www.econbiz.de/10000812979
Saved in:
9
Stationary disequilibrium error processes in the Danish money market : an application of ML cointegration
Jusélius, Katarina
-
1989
Persistent link: https://www.econbiz.de/10000768991
Saved in:
10
Impulse response analysis of co-integrated systems
Lütkepohl, Helmut
;
Reimers, Hans-Eggert
-
1989
Persistent link: https://www.econbiz.de/10000769055
Saved in:
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