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VAR model
Zeitreihenanalyse
29,653
Time series analysis
28,630
Cointegration
17,389
Theorie
17,135
Theory
16,635
Kointegration
15,768
Schätzung
11,271
Estimation
10,988
Schätztheorie
7,716
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6,514
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6,371
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4,379
United States
4,201
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3,927
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3,858
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3,516
Wirtschaftswachstum
3,430
cointegration
3,155
Börsenkurs
3,098
Share price
3,022
Kausalanalyse
2,868
Causality analysis
2,838
VAR-Modell
2,677
Panel
2,379
Panel study
2,307
Konjunktur
2,212
Kapitaleinkommen
2,211
Capital income
2,202
Wechselkurs
2,169
Unit root test
2,151
Exchange rate
2,149
Einheitswurzeltest
2,147
ARCH-Modell
2,143
Business cycle
2,133
ARCH model
2,103
Welt
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Lütkepohl, Helmut
107
Johansen, Søren
46
Koop, Gary
46
Saikkonen, Pentti
41
Marcellino, Massimiliano
38
Nielsen, Morten Ørregaard
36
Jusélius, Katarina
35
Chan, Joshua
28
Hecq, Alain W. J.
25
Trenkler, Carsten
25
Rahbek, Anders
23
Pesaran, M. Hashem
21
Kurita, Takamitsu
20
Strachan, Rodney W.
19
Carriero, Andrea
18
Clark, Todd E.
18
Engsted, Tom
18
Korobilis, Dimitris
18
Bohn Nielsen, Heino
17
Giannone, Domenico
17
Gupta, Rangan
17
Huber, Florian
17
Lanne, Markku
17
Warne, Anders
17
Kapetanios, George
16
Mitchell, James
15
Poon, Aubrey
15
Lenza, Michele
14
Nielsen, Bent
14
Swensen, Anders Rygh
14
Weber, Enzo
14
Chudik, Alexander
13
Assenmacher-Wesche, Katrin
12
Benati, Luca
12
Cavaliere, Giuseppe
12
Dijk, Herman K. van
12
Mumtaz, Haroon
12
Fanelli, Luca
11
Mertens, Elmar
11
Staszewska-Bystrova, Anna
11
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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European University Institute / Department of Economics
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European University Institute / Department of Law
7
Københavns Universitet / Økonomisk Institut
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University of Strathclyde / Department of Economics
4
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
National Institute of Economic and Social Research
2
School of Finance and Business Economics <Perth, Western Australia>
2
Svenska Handelshögskolan <Helsinki>
2
United States International Trade Commission / Office of Industries
2
University of Southampton / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bonn Graduate School of Economics
1
Centre for Analytical Finance <Århus>
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Fächergruppe Volkswirtschaftslehre, Helmut Schmidt Universität Hamburg
1
Institut für Weltwirtschaft (IfW)
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Manchester Metropolitan University
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Narodna Banka na Republika Makedonija
1
Panepistēmio Kypru
1
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
1
Springer International Publishing
1
Statistisk Sentralbyrå, Government of Norway
1
Sveriges Riksbank
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Leicester / Department of Economics
1
University of Melbourne / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
Økonomisk Institut, Københavns Universitet
1
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Journal of econometrics
73
Economics letters
43
International journal of forecasting
40
Applied economics
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Economic modelling
37
Working paper
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Discussion papers / Department of Economics, University of Copenhagen
32
International Journal of Energy Economics and Policy : IJEEP
30
CREATES research paper
28
Journal of forecasting
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of economic dynamics & control
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Energy economics
21
CAMA working paper series
20
Econometrics : open access journal
20
CESifo working papers
19
Working paper series / European Central Bank
19
Econometric theory
18
Journal of applied econometrics
18
Discussion papers of interdisciplinary research project 373
17
Econometric reviews
17
Macroeconomic dynamics
16
Discussion paper / Tinbergen Institute
15
EUI working paper
15
The econometrics journal
15
Federal Reserve Bank of Cleveland working paper series
14
Journal of macroeconomics
14
Discussion paper / Centre for Economic Policy Research
13
SFB 649 discussion paper
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Discussion papers / CEPR
12
Journal of international money and finance
12
Applied economics letters
11
CAMA Working Paper
11
Discussion paper
11
NBER working paper series
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
2,610
RePEc
8
EconStor
6
ArchiDok
3
Other ZBW resources
1
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1
On
cointegration
test for VAR models with drift
Yang, Minxian
;
Bewley, Ronald A.
-
1995
Persistent link: https://www.econbiz.de/10000917803
Saved in:
2
Recursive adjustment for general deterministic components and improved
cointegration
rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
3
Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations
Kurita, Takamitsu
;
Shintani, Mototsugu
-
2023
Persistent link: https://www.econbiz.de/10014383879
Saved in:
4
The cointegrated VAR model with deterministic structural breaks
Gosińska, Emilia
;
Welfe, Aleksander
- In:
Central European journal of economic modelling and …
14
(
2022
)
3
,
pp. 335-350
Persistent link: https://www.econbiz.de/10013502245
Saved in:
5
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
6
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process
Hsiao, Cheng
;
Wang, Siyan
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 427-463
Persistent link: https://www.econbiz.de/10003376092
Saved in:
7
Testing for codependence of non-stationary variables
Trenkler, Carsten
;
Weber, Enzo
-
2010
Persistent link: https://www.econbiz.de/10008697059
Saved in:
8
On the identification of codependent VAR and VEC Models
Trenkler, Carsten
;
Weber, Enzo
-
2010
Persistent link: https://www.econbiz.de/10008697061
Saved in:
9
A bootstrap cointegrated rank test for panels of VAR models
Callot, Laurent A. F.
-
2010
Persistent link: https://www.econbiz.de/10008746090
Saved in:
10
Testing Weak Exogeneity in Cointegrated Panels
Moral-Benito, Enrique
-
2014
weak exogeneity in panel
cointegration
models. The test has a limiting Gumbel distribution that is obtained by first …
Persistent link: https://www.econbiz.de/10011396326
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