//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"VAR-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autoregressive DL Model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
VAR-Modell
Cointegration
44
Kointegration
44
VAR model
30
Time series analysis
18
Zeitreihenanalyse
18
Theorie
12
Theory
12
USA
8
United States
8
Estimation theory
7
Schätztheorie
7
Geldnachfrage
5
Kaufkraftparität
5
Modellierung
5
Money demand
5
Purchasing power parity
5
Scientific modelling
5
Macroeconomics
4
Makroökonomik
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Deutschland
3
Estimation
3
Germany
3
Induktive Statistik
3
Rational expectations
3
Rationale Erwartung
3
Schätzung
3
Statistical inference
3
Arbeitslosigkeit
2
Autocorrelation
2
Autokorrelation
2
Außenhandel
2
Devisenmarkt
2
Einheitswurzeltest
2
Foreign exchange market
2
Foreign trade
2
Großbritannien
2
Hedging
2
more ...
less ...
Online availability
All
Free
24
Type of publication
All
Book / Working Paper
30
Type of publication (narrower categories)
All
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Language
All
English
30
Author
All
Johansen, Søren
13
Jusélius, Katarina
11
Bohn Nielsen, Heino
6
Rahbek, Anders
4
Cavaliere, Giuseppe
2
Nielsen, Morten Ørregaard
2
Swensen, Anders Rygh
2
Taylor, Robert
2
Assenmacher-Wesche, Katrin
1
Framroze Møller, Niels
1
Franchi, Massimo
1
Frydman, Roman
1
Gatarek, Lukasz
1
Goldberg, Michael D.
1
Hoover, Kevin D.
1
Kongsted, Hans Christian
1
Kurita, Takamitsu
1
Mladenovic, Zorica
1
Nielsen, Bent
1
Sharp, Paul
1
more ...
less ...
Institution
All
Københavns Universitet / Økonomisk Institut
6
Published in...
All
Discussion papers / Department of Economics, University of Copenhagen
Journal of econometrics
30
Applied economics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Economic modelling
21
CREATES research paper
20
International Journal of Energy Economics and Policy : IJEEP
20
Economics letters
16
Discussion papers of interdisciplinary research project 373
13
EUI working paper / ECO
13
Econometrics : open access journal
12
Econometric reviews
11
Econometric theory
11
Energy economics
11
Working paper
11
Queen's Economics Department working paper
10
The econometrics journal
10
Journal of international money and finance
9
Theoretical and applied economics : GAER review
9
CESifo working papers
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of forecasting
8
Cogent economics & finance
7
Discussion paper / Tinbergen Institute
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
International journal of economics and financial issues : IJEFI
7
International journal of forecasting
7
Journal of economic dynamics & control
7
Macroeconomic dynamics
7
Oxford bulletin of economics and statistics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Univ. of Copenhagen Dept. of Economics Discussion Paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
Economics discussion papers
6
Journal of macroeconomics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Sveriges Riksbank working paper series
6
The Indian journal of economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
2
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011865936
Saved in:
3
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
Saved in:
4
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418934
Saved in:
5
Real exchange rate persistence : the case of the Swiss franc-US dollar rate
Jusélius, Katarina
;
Assenmacher-Wesche, Katrin
-
2014
Persistent link: https://www.econbiz.de/10010434067
Saved in:
6
Optimal hedging with the cointegrated vector autoregressive model
Gatarek, Lukasz
;
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010413752
Saved in:
7
Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina
-
2012
Persistent link: https://www.econbiz.de/10009521529
Saved in:
8
Bootstrap determination of the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614389
Saved in:
9
Imperfect knowledge, asset price swings and structural slumps : a cointegrated VAR analysis of their interdependence
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688531
Saved in:
10
An invariance property of the common trands under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688532
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->