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institution:"European University Institute / Department of Economics"
~institution:"Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques"
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Cointegration
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Lütkepohl, Helmut
12
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6
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3
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1
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1
Pedersen, Michael
1
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European University Institute / Department of Economics
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
National Bureau of Economic Research
18
International Monetary Fund
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Københavns Universitet / Økonomisk Institut
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Nationalekonomiska Institutionen <Lund>
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European University Institute / Department of Law
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Svenska Handelshögskolan <Helsinki>
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EUI working paper / ECO
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ECONIS (ZBW)
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Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724350
Saved in:
2
Factor-augmented error correction models
Banerjee, Anindya
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651962
Saved in:
3
Cointegration in panel date with breaks and cross-section dependence
Banerjee, Anindya
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003280708
Saved in:
4
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
5
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
6
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
7
Le ralentissement de la productivité du travail au cours des années 1990
Baron, Hélène
;
Beffy, Pierre-Olivier
;
Fourcade, Nathalie
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001910159
Saved in:
8
Prévisions d'inflation pour la France
Hild, François
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724244
Saved in:
9
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Saved in:
10
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
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