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Kointegration
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Phillips, Peter C. B.
47
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17
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Tu, Yundong
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics
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International journal of economics and financial issues : IJEFI
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Cowles Foundation Discussion Paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Oxford bulletin of economics and statistics
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Discussion paper / Department of Economics, University of California San Diego
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Essays in honor of Joon Y. Park : econometric theory
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1
Aggregated and disaggregated import demand in China : an empirical study
Gozgor, Giray
- In:
Economic modelling
43
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010500999
Saved in:
2
The asymptotic efficiency of cointegration estimators under temporal
aggregation
Chambers, Marcus J.
- In:
Econometric theory
19
(
2003
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001728173
Saved in:
3
Multivariate cointegration and temporal
aggregation
: some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
4
Forecasting aggregates and disaggregates with common features
Espasa Terrades, Antoni
;
Mayo-Burgos, Iván
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 718-732
Persistent link: https://www.econbiz.de/10010221293
Saved in:
5
Conditionally efficient estimation of long-run relationships using mixed-frequency time series
Miller, J. Isaac
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1142-1171
Persistent link: https://www.econbiz.de/10011591156
Saved in:
6
Temporal
Aggregation
and the Power of Cointegration Tests : A Monte Carlo Study
Haug, Alfred A.
-
2004
The effect of time-
aggregation
on the power of commonly used tests for cointegration is studied with the Monte Carlo …
Persistent link: https://www.econbiz.de/10014107559
Saved in:
7
Empirical size distortions of residual based tests for cointegration under
aggregation
over time (temporal
aggregation
, systematic sampling and mixed
aggregation
) : a Monte Carlo i...
Mamingi, Nlandu
- In:
Asian African journal of economics and econometrics
21
(
2021
)
2
,
pp. 143-156
Persistent link: https://www.econbiz.de/10013463572
Saved in:
8
Time
aggregation
and the estimation of the market model : revision and extension
Lee, Cheng F.
;
Lin, Fu-Lai
;
Cartwright, Phillip A.
-
2024
Persistent link: https://www.econbiz.de/10015046635
Saved in:
9
Information-theoretic analysis of serial dependence and cointegration
Aparicio, F. M.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 119-140
Persistent link: https://www.econbiz.de/10001769710
Saved in:
10
Macroeconomic Stress-Testing of Mortgage Default Rate Using a Vector Error Correction Model and
Entropy
Pooling
Ardia, David
-
2017
' population (i.e., aggregate probability of default) through simulation from a vector error correction model and
entropy
pooling …
Persistent link: https://www.econbiz.de/10012968851
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