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isPartOf:"Discussion paper"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Economics discussion papers"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Kointegration
Estimation theory
277
Schätztheorie
277
Time series analysis
83
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83
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53
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53
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45
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44
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Johansen, Søren
4
Nielsen, Morten Ørregaard
3
Rahbek, Anders
2
Bernstein, David
1
Bohn Nielsen, Heino
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Duffy, James A.
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Hubrich, Kirstin
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Nielsen, Bent
1
Nyboe Tabor, Morten
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
Teräsvirta, Timo
1
Varneskov, Rasmus Tangsgaard
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Discussion paper
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11
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7
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4
Cahiers du Département d'Econométrie
3
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3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
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3
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2
Working paper / Department of Economics, Lund University
2
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Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
3
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
4
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
5
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
6
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
Duffy, James A.
-
2015
Persistent link: https://www.econbiz.de/10011286018
Saved in:
7
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
8
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Bernstein, David
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010458257
Saved in:
9
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico
;
Łasak, Katarzyna
-
2014
Persistent link: https://www.econbiz.de/10010350966
Saved in:
10
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
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