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Non-stationary time series analysis and cointegration
Hargreaves, Colin P. (ed.) - 1994
Persistent link: https://www.econbiz.de/10013480139
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Unit root and cointegration testing
Lütkepohl, Helmut (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003894166
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Twenty years of cointegration : [... special Conference on Cointegration ... held in Rotterdam, March 23 and 24, 2007]
Boswijk, Herman Peter (contributor);  … - 2010
Persistent link: https://www.econbiz.de/10008827063
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The estimation uncertainty of permanent-transitory decompositions in co-integrated systems : conference paper
Schreiber, Sven - 2014 - This version: February 2014
The topic of this paper is the estimation uncertainty of the Stock-Watson and Gonzalo-Granger permanent-transitory decompositions in the framework of the co-integrated vector autoregression. We suggest an approach to construct the confidence interval of the transitory component estimate in a...
Persistent link: https://www.econbiz.de/10010489880
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Monitoring stationarity and cointegration : conference paper
Wagner, Martin; Wied, Dominik - 2014
cointegrating relationship to a spurious regression. The cointegration monitoring procedure is based on residuals from modified …
Persistent link: https://www.econbiz.de/10010484411
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Arbeiten mit ökonometrischen Modellen
Gaab, Werner (ed.) - 2004 - 1. Aufl.
Einzelgleichungsregressionsmodell.- J. Wolters: Dynamische Regressionsmodelle.- U. Hassler: Leitfaden zum Testen und Schätzen von Kointegration.- W …
Persistent link: https://www.econbiz.de/10001847043
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Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya (contributor) - 1999
Persistent link: https://www.econbiz.de/10001435644
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Econometric analysis of financial markets
Kaehler, Jürgen (ed.); Kugler, Peter (ed.) - 1994
Persistent link: https://www.econbiz.de/10014004860