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subject:"Share price"
~person:"Runde, Ralf"
~person:"Watson, Mark W."
~subject:"Cointegration"
~subject:"Deutschland"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Share price
Cointegration
Deutschland
Estimation theory
18
Schätztheorie
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7
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7
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Runde, Ralf
Watson, Mark W.
Phillips, Peter C. B.
14
Lütkepohl, Helmut
11
Maheswaran, S.
9
Paruolo, Paolo
9
Tauchen, George Eugene
9
Li, Jia
8
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
Todorov, Viktor
7
Boswijk, Herman Peter
6
Kim, Donggyu
6
Kurita, Takamitsu
6
Bauwens, Luc
5
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Faff, Robert W.
5
Kumar, Dilip
5
Lechner, Michael
5
Rodrigues, Paulo M. M.
5
Taylor, Robert
5
Teräsvirta, Timo
5
Tu, Yundong
5
Wang, Qiying
5
Wang, Yazhen
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Allen, David E.
4
Cavaliere, Giuseppe
4
Demetrescu, Matei
4
Engle, Robert F.
4
Francq, Christian
4
Gao, Jiti
4
Hoffman, Dennis L.
4
Mills, Terence C.
4
Moosa, Imad A.
4
Nielsen, Morten Ørregaard
4
Perron, Pierre
4
Rahbek, Anders
4
Rasche, Robert H.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of econometrics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
5
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1
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009751249
Saved in:
2
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
3
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
4
Stochastic properties of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
2
,
pp. 281-306
Persistent link: https://www.econbiz.de/10001199242
Saved in:
5
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
Saved in:
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