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~subject:"Schätztheorie"
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Cointegration and aggregation
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Schätztheorie
Theorie
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612,982
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41,204
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32,693
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Phillips, Peter C. B.
140
Gao, Jiti
76
Härdle, Wolfgang
76
Pesaran, M. Hashem
76
Gouriéroux, Christian
65
Franses, Philip Hans
62
Koopman, Siem Jan
58
Lütkepohl, Helmut
57
Swanson, Norman R.
55
Johansen, Søren
50
Newey, Whitney K.
50
Andrews, Donald W. K.
49
Linton, Oliver
49
McAleer, Michael
49
Teräsvirta, Timo
47
Robinson, Peter M.
44
Kapetanios, George
43
Giles, David E. A.
41
Baltagi, Badi H.
40
Koop, Gary
40
Lucas, André
40
Diebold, Francis X.
39
Nielsen, Morten Ørregaard
39
Granger, C. W. J.
35
Imbens, Guido
35
Perron, Pierre
35
Engle, Robert F.
34
Stock, James H.
34
Brännäs, Kurt
33
Krämer, Walter
33
Bera, Anil K.
32
Haldrup, Niels
32
Harvey, Andrew C.
32
Heckman, James J.
32
Li, Qi
32
Zakoïan, Jean-Michel
32
Horowitz, Joel
31
Sibbertsen, Philipp
31
Ullah, Aman
31
Breitung, Jörg
29
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National Bureau of Economic Research
55
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27
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24
European University Institute / Department of Economics
22
University of New England / Department of Econometrics
19
Center for Economic Research <Tilburg>
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Birkbeck College / Department of Economics
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Centre for Quantitative Economics & Computing
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Universität Basel / Institut für Statistik und Ökonometrie
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Federal Reserve System / Division of Research and Statistics
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Forschungsinstitut zur Zukunft der Arbeit
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Analytical Finance <Århus>
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Universitetet i Oslo / Økonomisk institutt
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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State University of New York at Albany / Department of Economics
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Universität Mannheim / Institut für Volkswirtschaft und Statistik
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Chambre de commerce et d'industrie de Paris
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
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Københavns Universitet / Økonomisk Institut
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University of Warwick / Department of Economics
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
European University Institute / Department of Law
3
Federal Reserve System / Board of Governors
3
Institut für Höhere Studien
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Journal of econometrics
660
Economics letters
465
Econometric theory
390
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
296
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
245
Econometric reviews
203
Discussion paper / Tinbergen Institute
161
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Journal of applied econometrics
144
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
125
Oxford bulletin of economics and statistics
112
Working paper / National Bureau of Economic Research, Inc.
100
Discussion paper / Center for Economic Research, Tilburg University
90
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Working paper / Department of Econometrics and Business Statistics, Monash University
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
CORE discussion paper : DP
81
International journal of forecasting
81
Statistical papers
79
Applied economics
77
Cowles Foundation discussion paper
77
Journal of forecasting
75
The econometrics journal
69
CREATES research paper
66
Technical working paper / National Bureau of Economic Research
66
Working paper series
65
The review of economic studies
63
International economic review
61
SFB 649 discussion paper
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
61
Metrika : international journal for theoretical and applied statistics
58
Annales d'économie et de statistique
57
Applied economics letters
57
American journal of agricultural economics
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Discussion paper series / IZA
52
Working paper
52
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
48
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ECONIS (ZBW)
13,757
EconStor
386
USB Cologne (EcoSocSci)
6
ArchiDok
3
RePEc
2
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date (oldest first)
1
Applications of cointegration to some problems of
aggregation
Ghose, Devajyoti
-
1990
Persistent link: https://www.econbiz.de/10000857810
Saved in:
2
Residual based tests for cointegration : their actual size under
aggregation
over time
Mamingi, Nlandu
-
1993
Persistent link: https://www.econbiz.de/10000860434
Saved in:
3
Die Wirkung temporaler
Aggregation
auf die Kurtosis eines Random Walk Prozesses mit autoregressiver bedingter Heteroskedastizität
Sanddorf-Köhle, Walter G.
-
1993
Persistent link: https://www.econbiz.de/10000863853
Saved in:
4
Financial innovations, money demand, and disaggregation : some time series evidence
Chirinko, Robert S.
;
Farr, Dorsey D.
-
1996
Persistent link: https://www.econbiz.de/10000957898
Saved in:
5
Aggregation
over time, error correction models and Granger causality : a Monte Carlo investigation
Mamingi, Nlandu
- In:
Economics letters
52
(
1996
)
1
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001207406
Saved in:
6
Temporal
aggregation
of an econometric equation
Ruist, Erik
(
contributor
)
-
1996
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713845
Saved in:
7
Aggregation
and unit roots in economic time series
Hornok, Attila
;
Mátyás, László
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 213-234)
.
2000
Persistent link: https://www.econbiz.de/10001488083
Saved in:
8
Marginalization and contemporaneous
aggregation
in multivariate GARCH processes
Nijman, Theodore E.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
Saved in:
9
Trends, effetti permanenti e componenti non stazionarie : uno studio disaggregato del prodotto e dell'occupazione italiana
Chiarini, Bruno
- In:
Rivista di politica economica
84
(
1994
)
1
,
pp. 39-80
Persistent link: https://www.econbiz.de/10001159591
Saved in:
10
The problem of
aggregation
over time in disequilibrium models
Upcher, Mark R.
- In:
Journal of quantitative economics : official journal of …
1
(
1985
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10001056938
Saved in:
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