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Econometric theory
Davidson, James; Davidson, James E. H. - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10000591834
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Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît - 2002
Persistent link: https://www.econbiz.de/10003780033
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A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo; Santucci de Magistris, Paolo - 2009
Persistent link: https://www.econbiz.de/10003863181
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10008651639
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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Estimation of cointregrating vectors with time series measured at different periodicity
Pons Rotger, Gabriel; Sansó, Andreu - In: Econometric theory 21 (2005) 4, pp. 735-756
Persistent link: https://www.econbiz.de/10003004715
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Zur ökonometrischen Modellierung kurz- und langfristiger Abhängigkeiten : dargestellt am Beispiel der Zinsstruktur
Wolters, Jürgen - In: Neuere Entwicklungen in der angewandten Ökonometrie : …, (pp. 155-176). 1990
Persistent link: https://www.econbiz.de/10001310001
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
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Stationary and asymptotics of multivariate ARCH time series with an application to robustness of cointegration analysis
Hansen, Ernst; Rahbek, Anders - 1998
Persistent link: https://www.econbiz.de/10001369614
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - 2004
Persistent link: https://www.econbiz.de/10013434656