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subject:"Cointegration"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic research"
~isPartOf:"Journal of econometrics"
~type_genre:"Article in journal"
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Search: subject_exact:"Cointegration"
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Cointegration
Kointegration
280
Theorie
111
Theory
111
Estimation theory
89
Schätztheorie
89
Time series analysis
86
Zeitreihenanalyse
86
Estimation
54
Schätzung
54
VAR model
42
VAR-Modell
42
Statistical test
34
Statistischer Test
34
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33
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33
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31
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31
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28
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27
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27
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23
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23
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21
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20
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15
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14
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14
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11
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10
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281
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282
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English
282
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Phillips, Peter C. B.
12
Johansen, Søren
7
Robinson, Peter M.
7
Boswijk, Herman Peter
6
Lütkepohl, Helmut
6
Paruolo, Paolo
6
Rahbek, Anders
6
Saikkonen, Pentti
6
Taylor, Robert
6
Wagner, Martin
6
Katırcıoğlu, Salih Turan
5
Nielsen, Morten Ørregaard
5
Xiao, Zhijie
5
Baltagi, Badi H.
4
Cavaliere, Giuseppe
4
Kurozumi, Eiji
4
Park, Joon Y.
4
Strachan, Rodney W.
4
Benazić, Manuel
3
Breitung, Jörg
3
Corradi, Valentina
3
Gao, Jiti
3
Hecq, Alain W. J.
3
Hsiao, Cheng
3
Hualde, Javier
3
Jong, Robert M. de
3
Kleibergen, Frank
3
Palm, Franz C.
3
Shin, Yongcheol
3
Swanson, Norman R.
3
Tu, Yundong
3
Urga, Giovanni
3
Wang, Qiying
3
Westerlund, Joakim
3
Bohn Nielsen, Heino
2
Bojnec, Štefan
2
Bresson, Georges
2
Carrion i Silvestre, Josep Lluís
2
Chambers, Marcus J.
2
Chang, Yoosoon
2
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Econometric reviews
Economic research
Journal of econometrics
Applied economics
349
International Journal of Energy Economics and Policy : IJEEP
328
Economic modelling
268
Energy economics
232
International journal of economics and financial issues : IJEFI
187
Applied economics letters
178
Economics letters
156
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
The empirical economics letters : a monthly international journal of economics
156
International journal of economics and finance
149
Theoretical and applied economics : GAER review
105
Cogent economics & finance
104
International review of economics & finance : IREF
83
Econometric theory
77
Economies : open access journal
65
Journal of international money and finance
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Journal of policy modeling : JPMOD ; a social science forum of world issues
62
Research in international business and finance
60
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
57
International journal of finance & economics : IJFE
56
Panoeconomicus
54
The North American journal of economics and finance : a journal of financial economics studies
53
The journal of developing areas
53
The Indian journal of economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied econometrics and international development
47
Journal of macroeconomics
47
Modern economy
47
Oxford bulletin of economics and statistics
47
Finance research letters
46
International review of financial analysis
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Iranian economic review : journal of University of Tehran
43
Journal of applied econometrics
43
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ECONIS (ZBW)
282
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1
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
6
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:
7
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
8
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
9
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
10
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
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