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subject:"Wahrscheinlichkeitsrechnung"
isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Kointegration"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Wahrscheinlichkeitsrechnung
Kointegration
Estimation theory
290
Schätztheorie
290
Time series analysis
83
Zeitreihenanalyse
83
Estimation
81
Schätzung
81
Theorie
66
Theory
66
Regression analysis
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Regressionsanalyse
38
Nichtparametrisches Verfahren
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Lee, Hyejin
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Schweikert, Karsten
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Banerjee, Anurag Narayan
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Barrio Castro, Tomas del
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
86
Econometric reviews
33
Econometric theory
33
Economics letters
32
Discussion paper / Tinbergen Institute
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Applied economics letters
18
Econometrics : open access journal
18
Cowles Foundation discussion paper
17
Statistics in transition : an international journal of the Polish Statistical Association
16
Discussion paper / Center for Economic Research, Tilburg University
15
Economic modelling
15
International journal of forecasting
15
The econometrics journal
15
CREATES research paper
14
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Applied economics
11
Order statistics: applications
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Cowles Foundation Discussion Paper
10
European journal of operational research : EJOR
10
International journal of economics and financial issues : IJEFI
10
NBER Working Paper
10
Oxford bulletin of economics and statistics
10
Insurance / Mathematics & economics
9
EUI working paper / ECO
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Working paper series / Department of Economics, University of Missouri-Columbia
8
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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CESifo working papers
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Discussion paper / Department of Economics, University of California San Diego
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Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
7
International journal of economics and finance
7
Journal of time series econometrics
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Queen's Economics Department working paper
7
Statistical papers
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1
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
2
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
3
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
Saved in:
4
Estimating factor shares from nonstationary panel data
Aquino, Juan Carlos
;
Ramírez-Rondán, N. R.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2353-2380
Persistent link: https://www.econbiz.de/10012255890
Saved in:
5
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
6
Stationarity and cointegration of health care expenditure and GDP : evidence from tests with smooth structural shifts
Lee, Hyejin
;
Oh, Dong-Yop
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 631-652
Persistent link: https://www.econbiz.de/10012056719
Saved in:
7
Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
Saved in:
8
More powerful threshold cointegration tests
Oh, Dong-Yop
;
Lee, Hyejin
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 887-911
Persistent link: https://www.econbiz.de/10011949399
Saved in:
9
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
Saved in:
10
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing
;
Jong, Robert M. de
;
Haurin, Donald R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
Saved in:
11
Decomposing differences in arithmetic means : a doubly robust estimation approach
Kaiser, Boris
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
3
,
pp. 873-899
Persistent link: https://www.econbiz.de/10011481139
Saved in:
12
Testing cointegration in quantile regressions with an application to the term structure of interest rates
Kuriyama, Nina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011507436
Saved in:
13
The Fourier approximation and testing for the null of cointegration
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li-Ju
;
Hu, …
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
3
,
pp. 1085-1113
Persistent link: https://www.econbiz.de/10011554372
Saved in:
14
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 377-398
Persistent link: https://www.econbiz.de/10011649116
Saved in:
15
Residual-based tests for cointegration with three-regime TAR adjustment
Maki, Daiki
;
Kitasaka, Shin'ichi
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1013-1054
Persistent link: https://www.econbiz.de/10011303548
Saved in:
16
An analysis of the trade balance for OECD countries using periodic integration and cointegration
Barrio Castro, Tomas del
;
Camarero Olivas, Mariam
; …
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10011332932
Saved in:
17
More powerful cointegration tests with non-normal errors
Lee, Hyejin
;
Lee, Junsoo
;
Im, KyungSo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 397-413
Persistent link: https://www.econbiz.de/10011339425
Saved in:
18
Testing for short-run threshold effects in a vector error-correction framework : a reappraisal of the stability of the US money demand
Lieb, Lenard
;
Candelon, Bertrand
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
3
,
pp. 355-376
Persistent link: https://www.econbiz.de/10011339429
Saved in:
19
Testing purchasing power parity hypothesis : a semiparametric varying coefficient approach
Li, Hongjun
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 427-438
Persistent link: https://www.econbiz.de/10011287484
Saved in:
20
Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan
;
Pitarakis, Jean-Yves
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
Saved in:
21
The effect of round-off error on long memory processes
La Spada, Gabriele
;
Lillo, Fabrizio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
4
,
pp. 445-482
Persistent link: https://www.econbiz.de/10010461206
Saved in:
22
Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
4
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
Saved in:
23
Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
1
,
pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
Saved in:
24
Nonparametric testing for linearity in cointegrated error-correction models
Seo, Byeongseon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009521205
Saved in:
25
Detecting equilibrium correction with smoothly time-varying strength
Eliasson, Ann-Charlotte
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
2
,
pp. 115-131
Persistent link: https://www.econbiz.de/10001769746
Saved in:
26
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
27
Testing and correcting for distributional misspecifications in the Tobit model : an application of the information matrix test
Reynolds, Anderson
- In:
Empirical economics : a journal of the Institute for …
16
(
1991
)
3
,
pp. 313-323
Persistent link: https://www.econbiz.de/10001109549
Saved in:
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