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~subject:"Kointegration"
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Kointegration
Theorie
58
Theory
58
Zeitreihenanalyse
49
Time series analysis
47
Estimation theory
45
Schätztheorie
45
Bayesian inference
39
Bayes-Statistik
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Optionspreistheorie
16
Estimation
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Markov-Kette
15
Schätzung
15
Markov chain
14
Nichtparametrisches Verfahren
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Nonparametric statistics
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Cointegration
12
ARMA model
11
ARMA-Modell
11
Börsenkurs
10
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9
Bootstrap-Verfahren
9
Bayesian Markov chain Monte Carlo
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English
12
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Poskitt, Donald Stephen
10
Athanasopoulos, George
3
Vahid, Farshid
3
Yao, Wenying
3
Martin, Gael M.
2
Harris, David
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
3
Journal of applied econometrics
2
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Econometric reviews
1
Econometric theory
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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ECONIS (ZBW)
12
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1
On the identification and estimation of partially nonstationary ARMAX systems
Poskitt, Donald Stephen
-
2004
Persistent link: https://www.econbiz.de/10002474731
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2
On the identification and estimation of nonstationary and cointegrated ARMAX systems
Poskitt, Donald Stephen
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1138-1175
Persistent link: https://www.econbiz.de/10003396958
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3
On the specification of cointegrated autoregressive moving-average forecasting systems
Poskitt, Donald Stephen
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 503-519
Persistent link: https://www.econbiz.de/10001793035
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4
Strongly consistent determination of cointegrating rank via canonical correlations
Poskitt, Donald Stephen
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 77-90
Persistent link: https://www.econbiz.de/10001441609
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5
Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen
-
2009
Persistent link: https://www.econbiz.de/10008661976
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6
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
7
Determination of cointegrating rank in partially non-stationary processes vis a generalised von-Neumann criterion
Harris, David
;
Poskitt, Donald Stephen
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 191-217
Persistent link: https://www.econbiz.de/10002122071
Saved in:
8
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:
9
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:
10
Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
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