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~isPartOf:"CREATES research paper"
~isPartOf:"SFB 649 discussion paper"
~language:"eng"
~subject:"Cointegration"
~type_genre:"Arbeitspapier"
~type_genre:"Case study"
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Cointegration
Theorie
193
Theory
193
Time series analysis
82
Zeitreihenanalyse
82
Estimation
80
Schätzung
80
USA
64
United States
64
Forecasting model
60
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60
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53
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53
Volatility
52
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52
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42
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42
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39
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39
Stochastic process
33
Stochastischer Prozess
33
Business cycle
31
Konjunktur
31
Capital income
28
Kapitaleinkommen
28
Kointegration
27
ARCH model
22
ARCH-Modell
22
Nichtparametrisches Verfahren
22
Nonparametric statistics
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Yield curve
22
Zinsstruktur
22
EU countries
21
EU-Staaten
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Portfolio selection
20
Portfolio-Management
20
Statistical test
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Statistischer Test
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Nielsen, Morten Ørregaard
7
Johansen, Søren
6
Hautsch, Nikolaus
3
Weber, Enzo
3
Örsal, Deniz Dilan Karaman
3
Droge, Bernd
2
Lütkepohl, Helmut
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Trenkler, Carsten
2
Bohn Nielsen, Heino
1
Brüggemann, Ralf
1
Dolatabadim, Sepideh
1
Franchi, Massimo
1
Gatarek, Lukasz
1
Haulde, Javier
1
Jeleskovic, Vahidin
1
Kurita, Takamitsu
1
Lange, Theis
1
Narayan, Kumar Paresh
1
Nyboe Tabor, Morten
1
Rahbek, Anders
1
Saikkonen, Pentti
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Shibaev, Sergei S.
1
Swensen, Anders Rygh
1
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CREATES research paper
SFB 649 discussion paper
Working paper
24
Economics and finance working paper series
22
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
12
Cardiff economics working papers
9
Discussion papers / Department of Economics, The University of Birmingham
8
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
8
Working paper series / European Central Bank
8
Econometric Institute research papers
7
Meddelanden från Svenska Handelshögskolan
7
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
6
EUI working paper
5
Economics : the open-access, open-assessment e-journal
5
Economics working paper
5
CFS working paper series
4
Discussion paper series / IZA
4
Discussion papers / Department of Economics, University of Copenhagen
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Working papers / Discipline of Economics, Faculty of Economics & Business, The University of Sydney
4
CESifo working papers
3
Cege discussion paper
3
Discussion paper
3
Discussion paper / The University of Western Australia, Business School, Economics
3
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
3
Discussion papers / Adam Smith Business School, University of Glasgow
3
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
3
Discussion papers / Graduate School of Economics, Hitotsubashi University
3
Dundee discussion papers in economics
3
Economics working paper series ...
3
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
3
Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos
3
Working paper / Department of Economics, Lund University
3
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
ASARC working paper
2
Birkbeck working papers in economics and finance : BWPEF
2
CAMP working paper series
2
Cahiers du Département d'Econométrie
2
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ECONIS (ZBW)
27
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1
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
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
4
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
-
2018
Persistent link: https://www.econbiz.de/10011946486
Saved in:
5
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
6
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:
7
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:
8
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:
9
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
10
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard
;
Shibaev, Sergei S.
-
2016
Persistent link: https://www.econbiz.de/10011573274
Saved in:
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