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~subject:"Korrelation"
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A note on wavelet correlation...
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Korrelation
Schätztheorie
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Pesaran, M. Hashem
37
McAleer, Michael
35
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32
Wolf, Michael
31
Engle, Robert F.
28
Bauwens, Luc
24
Christiansen, Charlotte
24
Weber, Enzo
22
Kapetanios, George
21
Caporin, Massimiliano
20
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18
Koopman, Siem Jan
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Lucas, André
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Tiwari, Aviral Kumar
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Boudt, Kris
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McMillan, David G.
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Phillips, Peter C. B.
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Asai, Manabu
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Rösch, Daniel
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Teräsvirta, Timo
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Aslanidis, Nektarios
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Escobar, Marcos
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Fan, Jianqing
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Hautsch, Nikolaus
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Linton, Oliver
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Ray, Indrajit
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Bali, Turan G.
13
Bekaert, Geert
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Kočenda, Evžen
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Liow, Kim Hiang
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Silvennoinen, Annastiina
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Becker, Bo
12
Corsi, Fulvio
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Guhr, Thomas
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Gupta, Rangan
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Hamori, Shigeyuki
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Li, Degui
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Manera, Matteo
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National Bureau of Economic Research
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Frankfurt School of Finance and Management
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Journal of econometrics
108
Economics letters
96
Finance research letters
76
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of banking & finance
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Applied economics
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NBER Working Paper
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NBER working paper series
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Journal of empirical finance
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
47
International review of financial analysis
47
Discussion paper / Tinbergen Institute
45
International review of economics & finance : IREF
43
Research in international business and finance
43
Working paper
43
Energy economics
41
Econometric reviews
38
Journal of international financial markets, institutions & money
34
International journal of theoretical and applied finance
32
Journal of international money and finance
32
Computational economics
31
CESifo working papers
29
Discussion paper series / IZA
29
Econometric theory
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of risk and financial management : JRFM
27
The review of financial studies
27
Discussion paper / Centre for Economic Policy Research
26
European journal of operational research : EJOR
26
Journal of the American Statistical Association : JASA
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Cambridge working papers in economics
23
International journal of forecasting
23
The journal of futures markets
23
CREATES research paper
22
Games and economic behavior
22
Journal of economic dynamics & control
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ECONIS (ZBW)
6,512
EconStor
143
USB Cologne (business full texts)
38
USB Cologne (EcoSocSci)
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OLC EcoSci
6
RePEc
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BASE
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1
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
Saved in:
2
Rejoinder : A Note on Wavelet
Correlation
and
Cointegration
Leong, Chee Kian
-
2014
This rejoinder highlights some of the differences in the test approach adopted by Fernandez-Macho (2013) in his critique of Leong and Huang (2010) and those commonly found in the literature such as Granger and Newbold(1974), Phillips (1986) and Leong and Huang (2010)
Persistent link: https://www.econbiz.de/10014143753
Saved in:
3
Multivariate fractional components analysis
Hartl, Tobias
;
Weigand, Roland
-
2019
Persistent link: https://www.econbiz.de/10011962831
Saved in:
4
Multivariate fractional components analysis
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
Saved in:
5
The analysis of nonstationary time series using regression,
correlation
and
cointegration
Johansen, Søren
- In:
Contemporary economics
6
(
2012
)
2
,
pp. 40-57
There are simple well-known conditions for the validity of regression and
correlation
as statistical tools. We analyse …
Persistent link: https://www.econbiz.de/10009767620
Saved in:
6
Neglected serial
correlation
tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
SERIEs : Journal of the Spanish Economic Association
7
(
2016
)
1
,
pp. 121-178
We derive computationally simple and intuitive score tests of neglected serial
correlation
in unobserved component …
Persistent link: https://www.econbiz.de/10011458802
Saved in:
7
Trend and cyclical decoupling : new estimates based on spectral causality tests and wavelet correlations
Nachane, Dilip M.
;
Dubey, Amlendu Kumar
- In:
Applied economics
45
(
2013
)
31/33
,
pp. 4419-4428
Persistent link: https://www.econbiz.de/10010223399
Saved in:
8
Reducing the state space dimension in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012482932
Saved in:
9
Estimating high dimensional multivariate stochastic volatility models
Pelagatti, Matteo
;
Sbrana, Giacomo
-
2020
Persistent link: https://www.econbiz.de/10012318391
Saved in:
10
Neglected serial
correlation
tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
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