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~person:"Pesaran, M. Hashem"
~person:"Robinson, Peter M."
~subject:"Cointegration"
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Cointegration
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104
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Pesaran, M. Hashem
Robinson, Peter M.
Lütkepohl, Helmut
71
Gil-Alaña, Luis A.
40
Saikkonen, Pentti
39
Nielsen, Morten Ørregaard
37
Johansen, Søren
34
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29
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27
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27
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26
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23
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22
Hassler, Uwe
22
Breitung, Jörg
20
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19
Urbain, Jean-Pierre
18
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17
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16
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16
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16
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16
Wolters, Jürgen
16
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15
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15
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14
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14
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14
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12
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12
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12
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12
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12
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11
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11
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11
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11
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ECONIS (ZBW)
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1
Long-run structural modelling
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1994
Persistent link: https://www.econbiz.de/10000147757
Saved in:
2
Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy
Pesaran, M. Hashem
;
Pierse, Richard G.
;
Lee, Kevin C.
-
1990
Persistent link: https://www.econbiz.de/10000805454
Saved in:
3
Testing for unit roots in heterogeneous panels
Im, KyungSo
;
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1995
Persistent link: https://www.econbiz.de/10000560436
Saved in:
4
An autoregressive distributed lag modelling approach to cointegration analysis
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1995
Persistent link: https://www.econbiz.de/10000151780
Saved in:
5
Structural analysis of cointegration VARs
Pesaran, M. Hashem
;
Smith, Ron
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 471-505
Persistent link: https://www.econbiz.de/10001400860
Saved in:
6
Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2015
Persistent link: https://www.econbiz.de/10010504704
Saved in:
7
An autoregressive distributed-lag modelling approach to cointegration analysis
Pesaran, M. Hashem
;
Shin, Yongcheol
- In:
Econometrics and economic theory in the 20th century : …
,
(pp. 371-413)
.
1998
Persistent link: https://www.econbiz.de/10001548936
Saved in:
8
Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.
;
Hualde, Javier
-
2003
Persistent link: https://www.econbiz.de/10001740392
Saved in:
9
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
-
2004
Persistent link: https://www.econbiz.de/10002093996
Saved in:
10
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Saved in:
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