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isPartOf:"Handbook of partial least squares : concepts, methods and applications"
~isPartOf:"Econometric theory"
~isPartOf:"Industrielles Management : Arbeitspapier"
~subject:"Kointegration"
~subject:"Regression analysis"
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Kointegration
Regression analysis
Kleinste-Quadrate-Methode
37
Least squares method
37
Partial least squares
15
Partielle kleinste Quadrate
15
Estimation theory
12
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Handbook of partial least squares : concepts, methods and applications
Econometric theory
Industrielles Management : Arbeitspapier
Journal of econometrics
14
Economics letters
9
Econometric reviews
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
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1
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
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2
Simple, robust, and accurate F and t tests in cointegrated systems
Hwang, Jungbin
;
Sun, Yixiao
- In:
Econometric theory
34
(
2018
)
5
,
pp. 949-984
Persistent link: https://www.econbiz.de/10011951445
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3
Cointegrating polynomial regressions : fully modified OLS estimation and inference
Wagner, Martin
;
Hong, Seung Hyun
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1289-1315
Persistent link: https://www.econbiz.de/10011661753
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4
Estimation of nonlinear error correction models
Seo, Myung Hwan
- In:
Econometric theory
27
(
2011
)
2
,
pp. 201-234
Persistent link: https://www.econbiz.de/10009310816
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5
Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1425-1441
Persistent link: https://www.econbiz.de/10003748806
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6
Optimality of GLS for one-step-ahead forecasting with RegARIMA and related models when the regression is misspecified
Findley, David F.
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1083-1107
Persistent link: https://www.econbiz.de/10003591818
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7
An alternative derivation of Mundlak's fixed effects results using system estimation
Baltagi, Badi H.
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1191-1194
Persistent link: https://www.econbiz.de/10003396980
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8
Messung von Kausalmodellen : ein Methodenvergleich
Ringle, Christian M.
-
2004
Persistent link: https://www.econbiz.de/10002161050
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9
Gütemaße für den Partial-least-squares-Ansatz zur Bestimmung von Kausalmodellen
Ringle, Christian M.
-
2004
Persistent link: https://www.econbiz.de/10002169904
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10
Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes
Chung, Ching-fan
- In:
Econometric theory
18
(
2002
)
1
,
pp. 51-78
Persistent link: https://www.econbiz.de/10001652612
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