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subject:"Indien"
subject:"Geldpolitik"
~subject:"Kointegration"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Estimation theory"
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Indien
Geldpolitik
Kointegration
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
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Estimation
18
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VAR-Modell
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Johansen, Søren
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Nielsen, Morten Ørregaard
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Rahbek, Anders
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Bohn Nielsen, Heino
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Carlini, Federico
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Christensen, Bent Jesper
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Kristensen, Dennis
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Rossi, Eduardo
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Seo, Wonk-ki
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Seong, Dakyung
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Swensen, Anders Rygh
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Teräsvirta, Timo
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CREATES research paper
Journal of econometrics
66
The Indian economic journal
33
Journal of quantitative economics : official journal of the Indian Econometric Society
27
Econometric reviews
24
Econometric theory
24
The Indian journal of economics
24
Applied economics letters
19
Economic modelling
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Economics letters
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Econometrics : open access journal
18
Cowles Foundation discussion paper
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Discussion paper / Tinbergen Institute
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
International journal of economics and financial issues : IJEFI
11
The econometrics journal
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
Occasional papers / Reserve Bank of India
10
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
9
Cowles Foundation Discussion Paper
9
Finance India : the quarterly journal of Indian Institute of Finance
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Margin : quarterly journal of the National Council of Applied Economic Research
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Oxford bulletin of economics and statistics
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Journal of macroeconomics
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CESifo working papers
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Discussion papers / Department of Economics, University of Copenhagen
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EUI working paper / ECO
7
International journal of economics and finance
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International journal of forecasting
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Journal of time series econometrics
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Queen's Economics Department working paper
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ECONIS (ZBW)
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1
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
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:
7
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico
;
Łasak, Katarzyna
-
2014
Persistent link: https://www.econbiz.de/10010350966
Saved in:
8
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
9
Fractional cointegration rank estimation
Lasak, Katarzyna
;
Velasco, Carlos
-
2013
Persistent link: https://www.econbiz.de/10009719162
Saved in:
10
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
11
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
12
Fully modified Narrow-band least squares estimation of weak fractional cointegration
Nielsen, Morten Ørregaard
;
Frederiksen, Per
-
2010
Persistent link: https://www.econbiz.de/10008651771
Saved in:
13
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
14
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
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