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isPartOf:"Reihe Ökonomie"
~isPartOf:"Journal of econometrics"
~subject:"Statistischer Test"
~subject:"VAR model"
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Search: subject_exact:"Cointegration analysis"
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Statistischer Test
VAR model
Cointegration
182
Kointegration
182
Theorie
81
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81
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65
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65
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58
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Wagner, Martin
5
Lütkepohl, Helmut
4
Johansen, Søren
3
Paruolo, Paolo
3
Phillips, Peter C. B.
3
Rahbek, Anders
3
Saikkonen, Pentti
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2
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1
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1
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1
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1
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1
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1
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Reihe Ökonomie
Journal of econometrics
Discussion papers / Department of Economics, University of Copenhagen
31
Applied economics
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Economics letters
25
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23
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of international money and finance
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Journal of applied econometrics
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The North American journal of economics and finance : a journal of financial economics studies
8
Univ. of Copenhagen Dept. of Economics Discussion Paper
8
Cogent economics & finance
7
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Economics / Discussion papers : the open-access, open-assessment e-journal
7
International journal of economics and financial issues : IJEFI
7
International journal of forecasting
7
Journal of economic dynamics & control
7
SFB 649 discussion paper
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
50
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1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
3
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10013275377
Saved in:
4
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
5
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Wagner, Martin
;
Grabarczyk, Peter
;
Hong, Seung Hyun
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10012438321
Saved in:
6
Econometric modelling of climate systems : the equivalence of energy balance models and cointegrated vector autoregressions
Pretis, Felix
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 256-273
Persistent link: https://www.econbiz.de/10012438323
Saved in:
7
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
8
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
9
Model checks for nonlinear cointegrating regression
Wang, Qiying
;
Wu, Dongsheng
;
Zhu, Ke
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
Saved in:
10
Portmanteau-type tests for unit-root and cointegration
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012116354
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