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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Franchi, Massimo"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Cointegration
VAR model
Estimation theory
6
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6
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4
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4
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2
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Franchi, Massimo
Lütkepohl, Helmut
48
Phillips, Peter C. B.
26
Kilian, Lutz
24
Johansen, Søren
20
Staszewska-Bystrova, Anna
17
Winker, Peter
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Gao, Jiti
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Inoue, Atsushi
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Wagner, Martin
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11
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11
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10
Paruolo, Paolo
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Boswijk, Herman Peter
9
Brüggemann, Ralf
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Croux, Christophe
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Sentana, Enrique
9
Wang, Qiying
9
Benati, Luca
8
Chevillon, Guillaume
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Gouriéroux, Christian
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Hsiao, Cheng
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Kapetanios, George
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Nielsen, Bent
8
Rahbek, Anders
8
Ramírez, Miguel D.
8
Saikkonen, Pentti
8
Bohn Nielsen, Heino
7
Bruns, Martin
7
Cubadda, Gianluca
7
Miller, J. Isaac
7
Peng, Bin
7
Theodoridis, Konstantinos
7
Trenkler, Carsten
7
Varneskov, Rasmus Tangsgaard
7
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6
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ECONIS (ZBW)
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Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
2
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011654453
Saved in:
3
Cointegration in functional autoregressive processes
Franchi, Massimo
;
Paruolo, Paolo
- In:
Econometric theory
36
(
2020
)
5
,
pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
Saved in:
4
A general inversion theorem for cointegration
Franchi, Massimo
;
Paruolo, Paolo
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1176-1201
Persistent link: https://www.econbiz.de/10012181400
Saved in:
5
Testing for cointegration in I(1) state space systems via a finite order approximation
Franchi, Massimo
- In:
Economics letters
165
(
2018
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011973843
Saved in:
6
A representation theory for polynomial cofractionality in vector autoregressive models
Franchi, Massimo
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1201-1217
Persistent link: https://www.econbiz.de/10003993834
Saved in:
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