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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Economic modelling"
~subject:"Kointegration"
~subject:"Stock index"
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Börsenkurs
Kointegration
Stock index
Estimation theory
143
Schätztheorie
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Estimation
54
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53
Time series analysis
34
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Advances in quantitative analysis of finance and accounting : a research annual
Economic modelling
Journal of econometrics
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Economics letters
28
Econometric reviews
27
Econometric theory
26
Econometrics : open access journal
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Discussion paper / Tinbergen Institute
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CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
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Applied economics
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Applied economics letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of empirical finance
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The econometrics journal
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Cambridge working papers in economics
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Journal of banking & finance
11
Journal of forecasting
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Cowles Foundation Discussion Paper
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Quantitative finance
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International journal of forecasting
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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Working paper series
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Central European journal of economic modelling and econometrics
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Discussion paper / Centre for Economic Forecasting
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Discussion paper / Department of Economics, University of California San Diego
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Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
3
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
4
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
5
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
6
An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan
;
McNown, Robert F.
;
Khoon, Goh Soo
- In:
Economic modelling
80
(
2019
),
pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
Saved in:
7
Modelling Sri Lankan consumption patterns using error corrected LA-AIDS
Rathnayaka, Shashika D.
;
Selvanathan, Saroja
; …
- In:
Economic modelling
80
(
2019
),
pp. 185-191
Persistent link: https://www.econbiz.de/10012200510
Saved in:
8
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
9
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert
;
Zhu, Min
- In:
Economic modelling
64
(
2017
),
pp. 302-311
Persistent link: https://www.econbiz.de/10011761016
Saved in:
10
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
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