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~isPartOf:"CREATES research paper"
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
~subject:"Ölpreis"
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Search: subject_exact:"Error correction model"
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Börsenkurs
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Cointegration
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Nielsen, Morten Ørregaard
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Johansen, Søren
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Santucci de Magistris, Paolo
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Rahbek, Anders
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Rossi, Eduardo
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CREATES research paper
International Journal of Energy Economics and Policy : IJEEP
124
Energy economics
92
Economic modelling
71
Applied economics
60
Journal of econometrics
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Applied economics letters
44
International journal of economics and financial issues : IJEFI
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The empirical economics letters : a monthly international journal of economics
39
Economics letters
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CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
31
Research in international business and finance
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International review of economics & finance : IREF
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Econometric theory
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Working paper
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Cogent economics & finance
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International journal of economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
International journal of forecasting
20
International journal of finance & economics : IJFE
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International review of financial analysis
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Discussion papers / Department of Economics, University of Copenhagen
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Theoretical and applied economics : GAER review
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Business and Economic Research : BER
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Journal of risk and financial management : JRFM
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Discussion papers of interdisciplinary research project 373
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International journal of financial research
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ECONIS (ZBW)
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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
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
3
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:
4
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:
5
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:
6
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
7
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
8
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
Persistent link: https://www.econbiz.de/10010394599
Saved in:
9
Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614507
Saved in:
10
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
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