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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Prognoseverfahren
Estimation theory
134
Schätztheorie
134
Estimation
41
Schätzung
41
Time series analysis
29
Zeitreihenanalyse
29
Regression analysis
22
Regressionsanalyse
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Volatilität
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Nichtparametrisches Verfahren
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Stochastic process
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Stochastischer Prozess
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Correlation
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Korrelation
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Market microstructure
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Marktmikrostruktur
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Kointegration
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Theorie
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Theory
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Analysis of variance
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Collection of articles written by one author
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25
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English
25
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Audrino, Francesco
1
Bahromov, Jamol
1
Beaumont, Paul Michael
1
Bertsatos, Georgios
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Cataldo, James M.
1
Czellar, Veronika
1
Diks, Cees G. H.
1
Fosten, Jack
1
Francq, Christian
1
Gutknecht, Daniel
1
Haldrup, Niels
1
Hartkopf, Jan Patrick
1
Horváth, Lajos
1
Juodis, Artūras
1
Karavias, Yiannis
1
Kugiumtzis, Dimitris
1
Kyrtsou, Catherine
1
Martins, Luís Filipe
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Neto, David
1
Nogales, Francisco J.
1
Papana, Angeliki
1
Phillips, Peter C. B.
1
Qian, Yan
1
Raseta, Marko
1
Rodrigues, Paulo M. M.
1
Sakellarēs, Plutarchos
1
Santos, André A. P.
1
Sarafidis, Vasilis
1
Silver, Steven D.
1
Trojani, Fabio
1
Tsafack, Georges
1
Tsionas, Efthymios G.
1
Velasco, Carlos
1
Wagner, Martin
1
Wang, Yudong
1
Wang, Zijun
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
132
International journal of forecasting
115
Journal of forecasting
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economics letters
42
Econometric theory
35
Econometric reviews
34
Economic modelling
23
The econometrics journal
23
Econometrics : open access journal
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Applied economics letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Applied economics
18
International journal of economics and financial issues : IJEFI
14
Journal of the American Statistical Association : JASA
14
Oxford bulletin of economics and statistics
14
Computational economics
12
Insurance / Mathematics & economics
12
Journal of empirical finance
12
Journal of time series econometrics
12
Finance research letters
11
International Journal of Energy Economics and Policy : IJEEP
11
Journal of banking & finance
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of applied econometrics
10
Journal of financial econometrics
10
Quantitative finance
10
European journal of operational research : EJOR
9
Journal of macroeconomics
9
Astin bulletin : the journal of the International Actuarial Association
8
International journal of economics and finance
8
Journal of quantitative economics
8
Journal of risk and financial management : JRFM
8
The empirical economics letters : a monthly international journal of economics
8
International journal of production economics
7
Risks : open access journal
7
Journal of international financial markets, institutions & money
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1
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
Saved in:
2
Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Wagner, Martin
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014329033
Saved in:
3
Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
Saved in:
4
Regime-switching empirical similarity model : a comparison with baseline models
Bahromov, Jamol
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2655-2674
Persistent link: https://www.econbiz.de/10013440509
Saved in:
5
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
6
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10012488894
Saved in:
7
Horizon confidence sets
Fosten, Jack
;
Gutknecht, Daniel
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
Saved in:
8
Penalized leads-and-lags cointegrating regression : a simulation study and two empirical applications
Neto, David
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 949-971
Persistent link: https://www.econbiz.de/10014329094
Saved in:
9
Identification of causal relationships in non-stationary time series with an information measure : evidence for simulated and financial data
Papana, Angeliki
;
Kyrtsou, Catherine
;
Kugiumtzis, Dimitris
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1399-1420
Persistent link: https://www.econbiz.de/10014226364
Saved in:
10
Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors
Yang, Lixiong
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 533-551
Persistent link: https://www.econbiz.de/10012819480
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