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~subject:"Kointegration"
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Kointegration
Zeitreihenanalyse
29,739
Time series analysis
28,717
Theorie
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Theory
25,302
Schätzung
18,153
Estimation
17,627
Cointegration
17,417
VAR-Modell
13,966
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13,813
Schätztheorie
10,977
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10,582
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10,401
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10,248
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10,089
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9,146
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8,911
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5,174
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4,817
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4,715
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4,523
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Caporale, Guglielmo Maria
175
Gil-Alaña, Luis A.
136
Narayan, Paresh Kumar
96
Lütkepohl, Helmut
91
Bahmani-Oskooee, Mohsen
86
Belke, Ansgar
84
Phillips, Peter C. B.
79
Nielsen, Morten Ørregaard
75
Johansen, Søren
71
Rault, Christophe
68
Shahbaz, Muhammad
67
Wagner, Martin
67
Dreger, Christian
61
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58
Gupta, Rangan
55
Banerjee, Anindya
52
Herzer, Dierk
50
Jusélius, Katarina
48
Saikkonen, Pentti
43
Smyth, Russell
43
Trenkler, Carsten
43
Westerlund, Joakim
42
Beckmann, Joscha
41
Rahbek, Anders
41
Tiwari, Aviral Kumar
40
Pesaran, M. Hashem
39
Wolters, Jürgen
39
Apergēs, Nikolaos
38
Ramírez, Miguel D.
38
Narayan, Seema
36
Gao, Jiti
34
Hall, Stephen G.
34
Siliverstovs, Boriss
34
Strachan, Rodney W.
34
Hassler, Uwe
32
Reimers, Hans-Eggert
32
Breitung, Jörg
31
Cheung, Yin-Wong
31
Lee, Chien-chiang
29
McAleer, Michael
29
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European University Institute / Department of Economics
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National Bureau of Economic Research
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Nationalekonomiska Institutionen <Lund>
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William Davidson Institute <Ann Arbor, Mich.>
7
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Queen Mary College / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Dundee / Department of Economic Studies
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Centre for Microdata Methods and Practice <London>
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Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Weltwirtschaft
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National Institute of Economic and Social Research
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Economic Research Forum for the Arab Countries, Iran and Turkey
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2
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
2
International Monetary Fund
2
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Applied economics
349
International Journal of Energy Economics and Policy : IJEEP
323
Economic modelling
263
Energy economics
227
International journal of economics and financial issues : IJEFI
187
Applied economics letters
178
Journal of econometrics
161
Economics letters
158
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
The empirical economics letters : a monthly international journal of economics
155
International journal of economics and finance
149
Theoretical and applied economics : GAER review
107
Cogent economics & finance
104
CESifo working papers
84
Working paper
84
International review of economics & finance : IREF
82
Econometric theory
77
Economies : open access journal
65
Journal of international money and finance
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Journal of policy modeling : JPMOD ; a social science forum of world issues
62
Economic research
60
Research in international business and finance
60
Econometric reviews
59
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
57
International journal of finance & economics : IJFE
56
Panoeconomicus
53
The North American journal of economics and finance : a journal of financial economics studies
53
The Indian journal of economics
52
The journal of developing areas
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
International review of financial analysis
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
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ECONIS (ZBW)
15,430
EconStor
258
USB Cologne (EcoSocSci)
48
USB Cologne (business full texts)
14
OLC EcoSci
12
RePEc
12
Other ZBW resources
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ArchiDok
8
BASE
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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
Theorie und Empirie flexibler Wechselkurse : eine ökonometrische Untersuchung mit Methoden der
Kointegration
und der multivariaten
Zeitreihenanalyse
Gerhards, Tilmann
-
1994
Persistent link: https://www.econbiz.de/10000415959
Saved in:
6
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:
7
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
);
Buscher, Herbert S.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001629835
Saved in:
8
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
)
-
2012
-
2., überarbeitete Auflage
Persistent link: https://www.econbiz.de/10014008462
Saved in:
9
Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
-
2006
Persistent link: https://www.econbiz.de/10003028229
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/10010233639
Saved in:
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