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type:"article"
~person:"Graff, Michael"
~person:"Robinson, Peter M."
~subject:"Cointegration"
~subject:"Estimation theory"
~subject:"Welt"
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Cointegration
Estimation theory
Welt
Theorie
53
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53
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19
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14
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14
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11
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11
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Graff, Michael
Robinson, Peter M.
Phillips, Peter C. B.
47
Lütkepohl, Helmut
40
Andrews, Donald W. K.
33
Pesaran, M. Hashem
32
Baltagi, Badi H.
30
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28
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28
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26
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25
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24
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23
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23
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22
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22
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21
Granger, C. W. J.
21
Giles, David E. A.
20
Horowitz, Joel
20
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20
MacDonald, Ronald
20
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19
Ullah, Aman
19
Frankel, Jeffrey A.
18
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18
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18
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18
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17
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17
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17
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16
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16
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16
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15
Ghysels, Eric
15
Gil-Alaña, Luis A.
15
Hahn, Jinyong
15
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15
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15
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
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5
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2
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2
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1
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1
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Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
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Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994
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WissensWert!? : ökonomische Perspektiven der Wissensgesellschaft
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Währung und wirtschaftliche Entwicklung : Festschrift für Vincenz Timmermann zum 65. Geburtstag
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ECONIS (ZBW)
35
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1
Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1207-1253
Persistent link: https://www.econbiz.de/10003748745
Saved in:
2
Diagnostic testing for cointegration
Robinson, Peter M.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 206-225
Persistent link: https://www.econbiz.de/10003722599
Saved in:
3
What determines the finance-growth nexus? : Empirical evidence for threshold models
Graff, Michael
;
Karmann, Alexander
- In:
Journal of economics
87
(
2006
)
2
,
pp. 127-157
Persistent link: https://www.econbiz.de/10003304372
Saved in:
4
Instrumental variables estimation of stationary and non-stationary cointegrating regressions
Robinson, Peter M.
;
Gerolimetto, Margherita
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 291-306
Persistent link: https://www.econbiz.de/10003352040
Saved in:
5
Die Quantitätstheorie des Geldes vom Mittelalter bis zur Gegenwart : mit einer kurzen Darstellung der Geschichte des Geldes
Graff, Michael
;
Müller-Kademann, Christian
- In:
Schmollers Jahrbuch : journal of contextual economics
126
(
2006
)
4
,
pp. 565-603
Persistent link: https://www.econbiz.de/10003422571
Saved in:
6
Does financial activity cause economic growth?
Graff, Michael
;
Karmann, Alexander
- In:
Focus on economic growth and productivity
,
(pp. 37-57)
.
2005
Persistent link: https://www.econbiz.de/10003213122
Saved in:
7
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
Saved in:
8
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 903-948
Persistent link: https://www.econbiz.de/10002876762
Saved in:
9
Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.
;
Hualde, J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
6
,
pp. 1727-1766
Persistent link: https://www.econbiz.de/10001841356
Saved in:
10
Causal links between financial activity and economic growth : empirical evidence from a cross-country analysis, 1970 - 1990
Graff, Michael
- In:
Bulletin of economic research
54
(
2002
)
2
,
pp. 119-133
Persistent link: https://www.econbiz.de/10001659543
Saved in:
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