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Kointegration
Schätztheorie
35,783
Estimation theory
35,158
Theorie
9,609
Theory
9,225
Zeitreihenanalyse
5,772
Time series analysis
5,697
Schätzung
5,549
Estimation
5,470
Regressionsanalyse
4,030
Regression analysis
4,018
Nichtparametrisches Verfahren
3,299
Nonparametric statistics
3,215
Prognoseverfahren
1,886
Forecasting model
1,859
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1,824
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1,776
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1,701
Statistical test
1,666
USA
1,594
United States
1,544
Volatilität
1,527
Volatility
1,504
Statistische Verteilung
1,416
Statistical distribution
1,388
Bayes-Statistik
1,194
Bayesian inference
1,180
Sampling
1,067
Stichprobenerhebung
1,066
ARCH-Modell
1,054
ARCH model
1,045
Statistical inference
1,038
Induktive Statistik
1,037
Cointegration
1,033
Stochastischer Prozess
1,016
Monte-Carlo-Simulation
1,007
Stochastic process
999
Monte Carlo simulation
996
Momentenmethode
994
Maximum-Likelihood-Schätzung
987
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412
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Article
549
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497
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14
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8
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4
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4
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4
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4
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English
1,033
German
12
Italian
1
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Phillips, Peter C. B.
43
Gao, Jiti
22
Wagner, Martin
21
Johansen, Søren
20
Nielsen, Morten Ørregaard
17
Rahbek, Anders
13
Wang, Qiying
13
Watson, Mark W.
13
Boswijk, Herman Peter
9
Dong, Chaohua
9
Kurita, Takamitsu
9
Miller, J. Isaac
9
Hlouskova, Jaroslava
8
Li, Degui
8
Paruolo, Paolo
8
Pesaran, M. Hashem
8
Ramírez, Miguel D.
8
Bohn Nielsen, Heino
7
Lasak, Katarzyna
7
Lütkepohl, Helmut
7
Morana, Claudio
7
Müller, Ulrich K.
7
Park, Joon Y.
7
Benati, Luca
6
Canepa, Alessandra
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Dhrymes, Phoebus J.
6
Doornik, Jurgen A.
6
Frederiksen, Per
6
Hsiao, Cheng
6
Hualde, Javier
6
Johansen, Soren
6
Kristensen, Dennis
6
Tjostheim, Dag
6
Tu, Yundong
6
Łasak, Katarzyna
6
Anderson, Richard G.
5
Banerjee, Anindya
5
Barigozzi, Matteo
5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
National Bureau of Economic Research
4
European University Institute / Department of Economics
2
Federal Reserve System / Board of Governors
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
European University Institute / Department of Law
1
Institut für Weltwirtschaft
1
Kiel Institute for the World Economy
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
National Institute of Economic and Social Research
1
Nationalekonomiska Institutionen <Lund>
1
Robert Schuman Centre for Advanced Studies
1
State University of New York at Albany / Department of Economics
1
University of New England / Department of Econometrics
1
University of Strathclyde / Department of Economics
1
University of Western Australia / Department of Economics
1
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Journal of econometrics
62
Econometric theory
24
Econometric reviews
23
Econometrics : open access journal
18
Economics letters
18
Applied economics letters
17
Economic modelling
15
CREATES research paper
14
Cowles Foundation discussion paper
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Discussion paper / Tinbergen Institute
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The econometrics journal
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Applied economics
10
International journal of economics and financial issues : IJEFI
10
Cowles Foundation Discussion Paper
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Oxford bulletin of economics and statistics
8
Discussion papers / Department of Economics, University of Copenhagen
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of economics and finance
7
Journal of time series econometrics
7
Queen's Economics Department working paper
7
CESifo working papers
6
Discussion paper / Department of Economics, University of California San Diego
6
Discussion paper series / Department of Economics, Columbia University
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
International journal of forecasting
6
Discussion papers of interdisciplinary research project 373
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Essays in honor of Joon Y. Park : econometric theory
5
International Journal of Energy Economics and Policy : IJEEP
5
Journal of macroeconomics
5
LSE STICERD Research Paper
5
Rochester Center for Economic Research working paper
5
Working paper series
5
Working paper series / Department of Economics, University of Missouri-Columbia
5
Central European journal of economic modelling and econometrics
4
Computational economics
4
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Source
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ECONIS (ZBW)
1,033
EconStor
12
RePEc
1
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1
Co-integrated variables and error-correcting models
Granger, C. W. J.
-
1983
Persistent link: https://www.econbiz.de/10000887616
Saved in:
2
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:
3
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:
4
On cointegration and exchange rate dynamics
Diebold, Francis X.
;
Gardeazabal, Javier
;
Yılmaz, Kamil
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000854420
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
Hidden cointegration : some Monte Carlo evidence
Eitrheim, Øyvind
-
1991
Persistent link: https://www.econbiz.de/10000829098
Saved in:
7
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:
8
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:
9
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:
10
Stationary disequilibrium error processes in the Danish money market : an application of ML cointegration
Jusélius, Katarina
-
1989
Persistent link: https://www.econbiz.de/10000768991
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