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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"National Institute of Economic and Social Research"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
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Search: subject:"Kointegration"
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Cointegration
10
Kointegration
10
Theorie
7
Theory
7
Estimation
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Kaufkraftparität
2
Nichtlineare Regression
2
Nonlinear regression
2
Purchasing power parity
2
VAR model
2
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1957-2002
1
1965-1997
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ARMA model
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Analysis of variance
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1
Capital income
1
Deutschland
1
EU countries
1
EU-Staaten
1
Estimation theory
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1
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Fractional Cointegration
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Fraktionale Kointegration
1
Geldpolitik
1
Germany
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Großbritannien
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High-Frequency Data
1
Kapitaleinkommen
1
Long Memory
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
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Mignon, Valérie
4
Sibbertsen, Philipp
3
Dufrénot, Gilles
2
Kapetanios, George
2
Lardic, Sandrine
2
Mitchell, James
2
Becker, Janis
1
Chaouachi, Slim
1
Dräger, Lena
1
Dubois, Emmanuel
1
Grote, Claudia
1
Hübler, Olaf
1
Mathieu, Laurent
1
Prokopczuk, Marcel
1
Péguin-Feissolle, Anne
1
Voges, Michelle
1
Weale, Martin
1
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Institution
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Gottfried Wilhelm Leibniz Universität Hannover
National Institute of Economic and Social Research
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
European University Institute / Department of Economics
27
National Bureau of Economic Research
18
International Monetary Fund
12
Københavns Universitet / Økonomisk Institut
8
Nationalekonomiska Institutionen <Lund>
8
William Davidson Institute <Ann Arbor, Mich.>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Centre for Analytical Finance <Århus>
6
Centre for International Macroeconomics
6
European University Institute / Department of Law
5
Konjunkturforschungsstelle <Zürich>
5
Svenska Handelshögskolan <Helsinki>
5
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Konjunkturinstitutet <Stockholm>
4
Loughborough University / Department of Economics
4
Queen Mary College / Department of Economics
4
School of Economics and Political Science <Sydney>
4
School of Finance and Business Economics <Perth, Western Australia>
4
University of Dundee / Department of Economic Studies
4
Centre for Microdata Methods and Practice <London>
3
Institut für Weltwirtschaft
3
Johns Hopkins University / Department of Economics
3
State University of New York at Albany / Department of Economics
3
University <Nottingham> / Department of Economics
3
University of Sheffield / Department of Economics
3
University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
3
Uppsala universitet / Nationalekonomiska institutionen
3
Australian National University / Faculty of Economics and Commerce
2
Brown University / Department of Economics
2
Centre for International Economic Studies
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
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2
Institut for Miljø- og Erhvervsøkonomi <Esbjerg>
2
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
2
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Documents de travail / THEMA
4
Discussion papers / National Institute of Economic and Social Research
3
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ECONIS (ZBW)
10
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1
Essays on testing for nonlinearity in time series : issues in nonlinear cointegration, structural breaks and changes in persistence
Grote, Claudia
-
2020
Persistent link: https://www.econbiz.de/10012244029
Saved in:
2
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
3
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
4
Information criteria, model selection uncertainty and the determination of cointegration rank
Kapetanios, George
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560104
Saved in:
5
Cointegrating VAR models with endogenous I (0) variables : theoretical extensions and an application to UK monetary policy
Kapetanios, George
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560122
Saved in:
6
The importance of long run structure for impulse response analysis in VAR models
Mitchell, James
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560131
Saved in:
7
Modelling the misalignments of the Dollar/Sterling real exchange rate : a nonlinear cointegration perspective
Chaouachi, Slim
(
contributor
);
Dufrénot, Gilles
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760388
Saved in:
8
The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
9
Fractional cointegration and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
Saved in:
10
Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration
Dufrénot, Gilles
;
Mathieu, Laurent
;
Mignon, Valérie
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724164
Saved in:
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