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type:"book"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Cointegration"
~subject:"Schätztheorie"
~type_genre:"Collection of articles of several authors"
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Cointegration
Schätztheorie
Estimation
108
Schätzung
108
Deutschland
68
Germany
68
Theorie
58
Theory
58
USA
27
United States
27
Time series analysis
21
Zeitreihenanalyse
21
Börsenkurs
17
Kointegration
17
Share price
17
Volatility
17
Volatilität
17
Estimation theory
11
Exchange rate
11
Großbritannien
11
Stochastic process
11
Stochastischer Prozess
11
United Kingdom
11
Wechselkurs
11
Einheitswurzeltest
9
Statistical test
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Statistischer Test
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Unit root test
9
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Unemployment
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ARCH model
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ARCH-Modell
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Interest rate
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Zins
7
1975-1998
6
Arbeitsmobilität
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Capital income
6
Geldnachfrage
6
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Working Paper
Collection of articles of several authors
Arbeitspapier
28
Graue Literatur
28
Non-commercial literature
28
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English
28
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Gil-Alaña, Luis A.
7
Breitung, Jörg
3
Caporale, Guglielmo Maria
3
Lütkepohl, Helmut
3
Wolters, Jürgen
3
Yang, Lijian
3
Candelon, Bertrand
2
Härdle, Wolfgang
2
Spokojnyj, Vladimir G.
2
Benkwitz, Alexander
1
Brüggemann, Ralf
1
Choi, In
1
Dankenbring, Henning
1
Gómez, Víctor
1
Hahn, Elke
1
Henry, S. G. B.
1
Herwartz, Helmut
1
Holtemöller, Oliver
1
Lillestøl, Jostein
1
Mercurio, Danilo
1
Moersch, Mathias
1
Müller, Christian
1
Nautz, Dieter
1
Nielsen, Hannah
1
Park, Byeong U.
1
Reimers, Hans-Eggert
1
Saikkonen, Pentti
1
Sperlich, Stefan
1
Teyssière, Gilles
1
Tjostheim, Dag
1
Trenkler, Carsten
1
Tschernig, Rolf
1
Tullio, Guiseppe
1
Wulff, Christian
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CESifo working papers
92
Discussion paper series / IZA
69
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Working paper
48
Working paper / Department of Econometrics and Business Statistics, Monash University
47
Discussion paper / Tinbergen Institute
45
Discussion papers / Deutsches Institut für Wirtschaftsforschung
38
Working paper / National Bureau of Economic Research, Inc.
33
Discussion paper
31
Discussion papers of interdisciplinary research project 373
31
CREATES research paper
27
Discussion papers / CEPR
27
SFB 649 discussion paper
27
Discussion paper / Centre for Economic Policy Research
25
Ruhr economic papers
21
Working papers series in theoretical and applied economics
21
Economics and finance working paper series
19
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
Finance and economics discussion series
16
Queen's Economics Department working paper
16
Working papers
16
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
14
Kiel working paper
14
Working paper series
14
Economics / Discussion papers : the open-access, open-assessment e-journal
12
Economics working paper
12
KBI
12
Working paper series / European Central Bank
12
Boston College working papers in economics
11
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion paper / Monash University, Department of Economics
11
ZEW discussion papers
11
Cowles Foundation discussion paper
10
IHS economics series : working paper
10
IMF working papers
10
Sveriges Riksbank working paper series
10
Working papers / TSE : WP
10
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
9
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
9
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ECONIS (ZBW)
28
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1
The effects of ignoring level shifts on systems cointegration tests
Trenkler, Carsten
-
2002
Persistent link: https://www.econbiz.de/10001730272
Saved in:
2
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
3
Money and prices : an I(2) analysis for the euro Area
Holtemöller, Oliver
-
2002
Persistent link: https://www.econbiz.de/10001669945
Saved in:
4
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
5
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
6
The transmission of German monetary policy in the pre-Euro period
Lütkepohl, Helmut
;
Wolters, Jürgen
-
2001
Persistent link: https://www.econbiz.de/10001637572
Saved in:
7
Sources of German unemployment : a structural vector error correction analysis
Brüggemann, Ralf
-
2001
Persistent link: https://www.econbiz.de/10001596995
Saved in:
8
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
Saved in:
9
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
10
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
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