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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
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Kointegration
VAR model
168
VAR-Modell
168
Theorie
74
Theory
74
Time series analysis
65
Zeitreihenanalyse
65
Cointegration
60
Estimation theory
44
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44
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29
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29
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23
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Johansen, Søren
16
Jusélius, Katarina
11
Rahbek, Anders
7
Bohn Nielsen, Heino
6
Lütkepohl, Helmut
4
Nielsen, Morten Ørregaard
4
Swensen, Anders Rygh
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Kongsted, Hans Christian
3
Paruolo, Paolo
3
Saikkonen, Pentti
3
Assenmacher-Wesche, Katrin
1
Bauer, Dietmar
1
Boswijk, Herman Peter
1
Chao, John C.
1
Choi, In
1
Framroze Møller, Niels
1
Franchi, Massimo
1
Frydman, Roman
1
Gatarek, Lukasz
1
Goldberg, Michael D.
1
Hansen, Peter Reinhard
1
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1
Hecq, Alain W. J.
1
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1
Holt, Matthew T.
1
Hoover, Kevin D.
1
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1
Hsiao, Cheng
1
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1
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1
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1
Kurita, Takamitsu
1
Lee, Lung-fei
1
Leon-Gonzalez, Roberto
1
Leybourne, Stephen James
1
Mladenovic, Zorica
1
Nielsen, Bent
1
Omtzigt, Pieter
1
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Københavns Universitet / Økonomisk Institut
6
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Discussion papers / Department of Economics, University of Copenhagen
Journal of econometrics
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25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Economic modelling
21
International Journal of Energy Economics and Policy : IJEEP
21
CREATES research paper
20
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16
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13
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9
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9
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9
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8
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8
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7
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7
International journal of economics and financial issues : IJEFI
7
International journal of forecasting
7
Journal of economic dynamics & control
7
Macroeconomic dynamics
7
Oxford bulletin of economics and statistics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Univ. of Copenhagen Dept. of Economics Discussion Paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
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6
Journal of macroeconomics
6
SpringerLink / Bücher
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
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The Indian journal of economics
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
2
Nonstationary cointegration in the fractionally cointegrated
VAR
model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
Saved in:
3
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
4
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
5
Econometric modelling of climate systems : the equivalence of energy balance models and cointegrated vector autoregressions
Pretis, Felix
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 256-273
Persistent link: https://www.econbiz.de/10012438323
Saved in:
6
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
Saved in:
7
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418934
Saved in:
8
Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina
;
Assenmacher-Wesche, Katrin
-
2014
Persistent link: https://www.econbiz.de/10010434067
Saved in:
9
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010413752
Saved in:
10
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011974563
Saved in:
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