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~isPartOf:"Economic modelling"
~subject:"Cointegration"
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Cointegration
Time series analysis
135
Zeitreihenanalyse
135
Estimation
65
Schätzung
65
Theorie
60
Theory
60
Forecasting model
38
Prognoseverfahren
38
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35
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34
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21
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21
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Arčabić, Vladimir
1
Banerjee, Piyali
1
Baruník, Jozef
1
Belomestny, Denis
1
Bertelli, Stefano
1
Burret, Heiko T.
1
Cavicchioli, Maddalena
1
Dash, Santosh Kumar
1
Demetrescu, Matei
1
Ebuh, Godday Uwawunkonye
1
Feld, Lars P.
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1
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1
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1
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1
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1
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1
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1
Khoon, Goh Soo
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1
Kuo, Chen-Yin
1
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1
Köhler, Ekkehard A.
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Min, Dai Hong
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1
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1
Pavlidis, Efthymios
1
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1
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1
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Economic modelling
Journal of econometrics
25
Energy economics
19
Economics letters
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Applied economics
14
Econometric reviews
14
Applied economics letters
12
International journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
10
Research in international business and finance
9
Computational economics
7
Journal of time series econometrics
7
SpringerLink / Bücher
7
Business and Economic Research : BER
6
Essays in honor of Joon Y. Park : econometric theory
6
International journal of economics and finance
6
International journal of energy sector management
6
International review of economics & finance : IREF
6
Tourism economics : the business and finance of tourism and recreation
6
International journal of business and globalisation : IJBG
5
Journal of international money and finance
5
Portuguese economic journal
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Econometric theory
4
Economic research
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Handbook of economic forecasting ; 1
4
Journal of quantitative economics
4
Modern economy
4
The econometrics journal
4
Economic Modelling
3
Economic change & restructuring
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Finance research letters
3
FinanzArchiv : public finance analysis
3
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
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1
Testing for integration and cointegration when
time
series
are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Price convergence : representation and testing
Garcia-Hiernaux, Alfredo
;
Guerrero, David E.
- In:
Economic modelling
104
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164195
Saved in:
3
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
4
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
5
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
6
Detecting periods of exuberance : a look at the role of aggregation with an application to house prices
Pavlidis, Efthymios
;
Martínez-García, Enrique
; …
- In:
Economic modelling
80
(
2019
),
pp. 87-102
Persistent link: https://www.econbiz.de/10012199187
Saved in:
7
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol
;
Min, Dai Hong
;
Jei, Sang Young
- In:
Economic modelling
90
(
2020
),
pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
Saved in:
8
A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques
Tule, Moses Kpughur
;
Salisu, Afees A.
;
Ebuh, Godday …
- In:
Economic modelling
87
(
2020
),
pp. 225-237
Persistent link: https://www.econbiz.de/10012416444
Saved in:
9
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
10
A multivariate
time
series
analysis of energy consumption, real output and pollutant emissions in a developing economy : new evidence from Nepal
Nepal, Rabindra
;
Paija, Nirash
- In:
Economic modelling
77
(
2019
),
pp. 164-173
Persistent link: https://www.econbiz.de/10012198458
Saved in:
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