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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Weigand, Roland"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Cointegration
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Estimation
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Estimation theory
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Collection of articles written by one author
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Weigand, Roland
Lütkepohl, Helmut
14
Phillips, Peter C. B.
14
Paruolo, Paolo
10
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
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Boswijk, Herman Peter
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Kurita, Takamitsu
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Chambers, Marcus J.
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Chan, Joshua
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Chevillon, Guillaume
5
Croux, Christophe
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Inoue, Atsushi
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Saikkonen, Pentti
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Trenkler, Carsten
5
Tu, Yundong
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Wang, Qiying
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Brüggemann, Ralf
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Cavaliere, Giuseppe
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Di Iorio, Francesca
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Franchi, Massimo
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Gao, Jiti
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Gouriéroux, Christian
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Hsiao, Cheng
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Kim, Tae-hwan
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Nielsen, Morten Ørregaard
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
Saved in:
2
Long- versus medium-run identification in fractionally integrated VAR models
Tschernig, Rolf
;
Weber, Enzo
;
Weigand, Roland
- In:
Economics letters
122
(
2014
)
2
,
pp. 299-302
Persistent link: https://www.econbiz.de/10010395114
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3
Long-run identification in a fractionally integrated system
Tschernig, Rolf
;
Weber, Enzo
;
Weigand, Roland
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 438-450
Persistent link: https://www.econbiz.de/10010337858
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