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type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Kointegration"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Kointegration
VAR-Modell
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
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Theory
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Stochastic process
15
Stochastischer Prozess
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VAR model
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Autokorrelation
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Modellierung
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Non-commercial literature
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Johansen, Søren
4
Nielsen, Morten Ørregaard
3
Teräsvirta, Timo
3
Rahbek, Anders
2
Varneskov, Rasmus Tangsgaard
2
Andersen, Torben
1
Bohn Nielsen, Heino
1
Callot, Laurent A. F.
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
He, Changli
1
Hubrich, Kirstin
1
Kang, Jian
1
Kock, Anders Bredahl
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lanne, Markku
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Meitz, Mika
1
Nyboe Tabor, Morten
1
Rossi, Eduardo
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Saikkonen, Pentti
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Santucci de Magistris, Paolo
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Seo, Wonk-ki
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Seong, Dakyung
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Swensen, Anders Rygh
1
Velasco, Carlos
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CREATES research paper
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Discussion paper / Tinbergen Institute
15
CESifo working papers
14
Cowles Foundation discussion paper
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CAMA working paper series
9
Discussion papers of interdisciplinary research project 373
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Discussion papers / Department of Economics, University of Copenhagen
8
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Queen's Economics Department working paper
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7
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Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
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KBI
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
3
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
4
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
5
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
6
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
7
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
8
Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2015
Persistent link: https://www.econbiz.de/10010514606
Saved in:
9
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
10
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
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