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subject:"Großbritannien"
~person:"Bohn Nielsen, Heino"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"ECM (Error correction model)"
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Großbritannien
Zeitreihenanalyse
Cointegration
21
Kointegration
21
VAR model
17
VAR-Modell
17
Estimation theory
7
Schätztheorie
7
United Kingdom
6
Geldnachfrage
5
Money demand
5
Denmark
4
Dänemark
4
Estimation
4
Schätzung
4
USA
4
United States
4
Außenhandel mit Industriegütern
3
Manufactures trade
3
Private consumption
3
Privater Konsum
3
Time series analysis
3
1873-2001
2
1965-2008
2
Autocorrelation
2
Autokorrelation
2
Geldpolitik
2
Industrie
2
Manufacturing industries
2
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
2
Monetary policy
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Theorie
2
Theory
2
bootstrap
2
1973-2003
1
Außenhandelspreis
1
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1
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Article
5
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3
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English
8
Author
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Bohn Nielsen, Heino
Gil-Alaña, Luis A.
92
Caporale, Guglielmo Maria
75
Lütkepohl, Helmut
30
Phillips, Peter C. B.
28
Johansen, Søren
24
Gupta, Rangan
20
Gao, Jiti
18
Jusélius, Katarina
18
Nielsen, Morten Ørregaard
18
Hendry, David F.
17
Rahbek, Anders
17
Hassler, Uwe
16
Cavaliere, Giuseppe
15
Gil-Alana, Luis A.
14
McAleer, Michael
14
Ramírez, Miguel D.
14
Watson, Mark W.
14
Carcel, Hector
12
Cubadda, Gianluca
12
Hall, Stephen G.
12
Hecq, Alain W. J.
12
Robinson, Peter M.
12
Sibbertsen, Philipp
12
Taylor, Robert
12
Cheung, Yin-Wong
11
Kurita, Takamitsu
11
Miller, J. Isaac
11
Price, Simon
11
Tiwari, Aviral Kumar
11
Benati, Luca
10
Boswijk, Herman Peter
10
Hunter, John
10
Krolzig, Hans-Martin
10
Morana, Claudio
10
Pesaran, M. Hashem
10
Balcilar, Mehmet
9
Ericsson, Neil R.
9
Escribano, Álvaro
9
Fiorentini, Gabriele
9
Franchi, Massimo
9
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Institution
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Københavns Universitet / Økonomisk Institut
1
Published in...
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Discussion papers / Department of Economics, University of Copenhagen
2
Econometric reviews
2
Cliometrica : journal of historical economics and econometric history
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Ph.D-afhandling / Økonomisk Institut, Københavns Universitet
1
Rød serie
1
The econometrics journal
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ECONIS (ZBW)
8
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1
Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
Saved in:
2
The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
Saved in:
3
UK money demand 1873 - 2001 : a cointegrated VAR analysis with additive data corrections
Bohn Nielsen, Heino
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002378867
Saved in:
4
UK money demand 1873-2001 : a long-run time series analysis and event study
Bohn Nielsen, Heino
- In:
Cliometrica : journal of historical economics and …
1
(
2007
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10003511446
Saved in:
5
Inflation adjustment in the open economy : an I(2) analysis of UK prices
Bohn Nielsen, Heino
;
Bowdler, Christopher
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
3
,
pp. 569-586
Persistent link: https://www.econbiz.de/10003352675
Saved in:
6
Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 249-271
Persistent link: https://www.econbiz.de/10002122086
Saved in:
7
I(1) and I(2) cointegration analysis : theory and applications
Bohn Nielsen, Heino
-
2004
Persistent link: https://www.econbiz.de/10002018707
Saved in:
8
Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743444
Saved in:
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