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subject:"VAR model"
~isPartOf:"Journal of econometrics"
~subject:"Börsenkurs"
~subject:"India"
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Search: subject_exact:"ARDL approach"
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VAR model
Börsenkurs
India
Cointegration
161
Kointegration
161
Theorie
72
Theory
72
Estimation theory
62
Schätztheorie
62
Time series analysis
56
Zeitreihenanalyse
56
VAR-Modell
30
Regression analysis
27
Regressionsanalyse
27
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Statistical test
20
Statistischer Test
20
Einheitswurzeltest
19
Unit root test
19
Estimation
18
Schätzung
18
Panel
13
Panel study
13
Nichtlineare Regression
12
Nonlinear regression
12
Bootstrap approach
9
Bootstrap-Verfahren
9
Ranking method
9
Ranking-Verfahren
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Kleinste-Quadrate-Methode
8
Least squares method
8
Prognoseverfahren
8
Correlation
7
Korrelation
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Volatility
6
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6
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Article
30
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30
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English
30
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Lütkepohl, Helmut
4
Johansen, Søren
3
Paruolo, Paolo
3
Rahbek, Anders
3
Saikkonen, Pentti
3
Kongsted, Hans Christian
2
Nielsen, Morten Ørregaard
2
Swensen, Anders Rygh
2
Taylor, Robert
2
Bauer, Dietmar
1
Boswijk, Herman Peter
1
Cavaliere, Giuseppe
1
Chao, John C.
1
Choi, In
1
Hansen, Peter Reinhard
1
Harris, David
1
Hecq, Alain W. J.
1
Herwartz, Helmut
1
Holt, Matthew T.
1
Hosoya, Yuzo
1
Hsiao, Cheng
1
Jansson, Michael
1
Jørgensen, Clara M. D.
1
Koop, Gary
1
Lee, Lung-fei
1
Leon-Gonzalez, Roberto
1
Leybourne, Stephen James
1
Omtzigt, Pieter
1
Palm, Franz C.
1
Pesaran, M. Hashem
1
Phillips, Peter C. B.
1
Poskitt, Donald Stephen
1
Pretis, Felix
1
Shin, Yongcheol
1
Smith, Richard J.
1
Strachan, Rodney W.
1
Teräsvirta, Timo
1
Trenkler, Carsten
1
Urbain, Jean-Pierre
1
Wagner, Martin
1
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Journal of econometrics
Applied economics
51
International Journal of Energy Economics and Policy : IJEEP
46
Economic modelling
44
Theoretical and applied economics : GAER review
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
The empirical economics letters : a monthly international journal of economics
38
Energy economics
32
Discussion papers / Department of Economics, University of Copenhagen
30
International journal of economics and financial issues : IJEFI
30
Economics letters
25
The North American journal of economics and finance : a journal of financial economics studies
25
International journal of economics and finance
24
The Indian journal of economics
23
International review of economics & finance : IREF
22
CREATES research paper
21
Finance India : the quarterly journal of Indian Institute of Finance
21
Global business review
21
The Indian economic journal
21
CESifo working papers
20
Research in international business and finance
20
Applied economics letters
19
Cogent economics & finance
19
Indian journal of economics & business : IJEB
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
International review of financial analysis
16
Discussion papers of interdisciplinary research project 373
15
Finance research letters
15
Applied financial economics
14
Journal of international money and finance
14
Journal of quantitative economics
14
EUI working paper / ECO
13
Econometrics : open access journal
13
Economia internazionale
13
Journal of international financial markets, institutions & money
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Econometric reviews
12
International journal of financial research
12
Journal of policy modeling : JPMOD ; a social science forum of world issues
12
Working paper
12
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ECONIS (ZBW)
30
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1
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
2
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
3
Econometric modelling of climate systems : the equivalence of energy balance models and cointegrated vector autoregressions
Pretis, Felix
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 256-273
Persistent link: https://www.econbiz.de/10012438323
Saved in:
4
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011974563
Saved in:
5
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
6
Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
Saved in:
7
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Saved in:
8
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
9
Bayesian inference in a time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 210-220
Persistent link: https://www.econbiz.de/10009409679
Saved in:
10
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 152-162
Persistent link: https://www.econbiz.de/10009409699
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