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subject:"Cointegration"
~isPartOf:"CREATES research paper"
~type_genre:"Non-commercial literature"
~type_genre:"Report"
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Cointegration
Kointegration
39
VAR model
20
VAR-Modell
20
Time series analysis
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Zeitreihenanalyse
15
Estimation theory
14
Schätztheorie
14
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Nielsen, Morten Ørregaard
13
Johansen, Søren
12
Santucci de Magistris, Paolo
5
Rahbek, Anders
4
Carlini, Federico
3
Cavaliere, Giuseppe
2
Gatarek, Lukasz
2
Rossi, Eduardo
2
Swensen, Anders Rygh
2
Xu, Ke
2
Bohn Nielsen, Heino
1
Bollerslev, Tim
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Boswijk, Herman Peter
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Callot, Laurent A. F.
1
Christensen, Bent Jesper
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Delle Monache, Davide
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Dolatabadi, Sepideh
1
Dolatabadim, Sepideh
1
Engsted, Tom
1
Franchi, Massimo
1
Frederiksen, Per
1
Grassi, Stefano
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Haulde, Javier
1
Hubrich, Kirstin
1
Jansson, Michael
1
Jones, Maggie E. C.
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Kristensen, Dennis
1
Kurita, Takamitsu
1
Lange, Theis
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Narayan, Kumar Paresh
1
Nielsen, Bent
1
Nyboe Tabor, Morten
1
Popiel, Michal Ksawery
1
Schmith, Torben
1
Seo, Wonk-ki
1
Seong, Dakyung
1
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CREATES research paper
CESifo working papers
82
Working paper
68
Discussion papers / Department of Economics, University of Copenhagen
44
EUI working paper / ECO
42
Discussion paper / Tinbergen Institute
41
Discussion papers / Deutsches Institut für Wirtschaftsforschung
41
Discussion papers of interdisciplinary research project 373
41
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Working paper / Department of Econometrics and Business Statistics, Monash University
30
IHS economics series : working paper
27
Cowles Foundation discussion paper
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IMF working paper
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19
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Economics / Discussion papers : the open-access, open-assessment e-journal
18
Queen's Economics Department working paper
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CAMA working paper series
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SFB 649 discussion paper
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Sveriges Riksbank working paper series
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AGDI working paper
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Econometric Institute research papers
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William Davidson Institute working papers series
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BOFIT discussion papers
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Policy research working paper : WPS
13
Research memorandum / METEOR
13
Working paper / Department of Economics, Lund University
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Cambridge working papers in economics
11
EERI research paper series
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ECONIS (ZBW)
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Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
2
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
3
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
4
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
5
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
-
2018
Persistent link: https://www.econbiz.de/10011946486
Saved in:
6
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
7
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
8
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:
9
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
10
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard
;
Shibaev, Sergei S.
-
2016
Persistent link: https://www.econbiz.de/10011573274
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