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subject:"Cointegration"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~subject:"Statistical test"
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Search: subject_exact:"Cointegration"
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Cointegration
Statistical test
Kointegration
220
Theorie
110
Theory
110
Estimation theory
87
Schätztheorie
87
Time series analysis
79
Zeitreihenanalyse
79
VAR model
41
VAR-Modell
41
Estimation
34
Schätzung
34
Statistischer Test
33
Regression analysis
31
Regressionsanalyse
31
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Panel
23
Panel study
23
Einheitswurzeltest
20
Unit root test
20
Nichtlineare Regression
18
Nonlinear regression
18
Bootstrap approach
14
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14
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14
Least squares method
14
Stochastic process
11
Stochastischer Prozess
11
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10
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10
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9
Prognoseverfahren
9
Ranking method
9
Ranking-Verfahren
9
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9
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9
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8
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221
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222
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222
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English
222
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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
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
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
Bresson, Georges
2
Carrion i Silvestre, Josep Lluís
2
Chambers, Marcus J.
2
Chang, Yoosoon
2
Choi, In
2
Christensen, Bent Jesper
2
Cubadda, Gianluca
2
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Econometric reviews
Journal of econometrics
Applied economics
345
International Journal of Energy Economics and Policy : IJEEP
324
Economic modelling
268
Energy economics
228
MPRA Paper
203
International journal of economics and financial issues : IJEFI
184
Applied economics letters
177
Economics letters
157
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
Cogent economics & finance
104
Theoretical and applied economics : GAER review
100
CESifo working papers
84
International review of economics & finance : IREF
82
Econometric theory
77
Working paper
74
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
Economies : open access journal
62
Panoeconomicus
62
Economic research
60
Journal of policy modeling : JPMOD ; a social science forum of world issues
60
Research in international business and finance
59
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
55
International journal of finance & economics : IJFE
55
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
EUI working paper / ECO
46
Discussion paper / Tinbergen Institute
45
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ECONIS (ZBW)
222
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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
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:
7
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:
8
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:
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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