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~subject:"Business cycle"
~subject:"Kointegration"
~subject:"Welt"
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
3
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
Saved in:
4
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
5
Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
Saved in:
6
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan
;
Sögner, Leopold
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
Saved in:
7
Revisiting the transitional dynamics of business cycle phases with mixed-frequency data
Bessec, Marie
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 711-732
Persistent link: https://www.econbiz.de/10012181350
Saved in:
8
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
Saved in:
9
Functional-coefficient cointegration models in the presence of deterministic trends
Hirukawa, Masayuki
;
Sakudo, Mari
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 507-533
Persistent link: https://www.econbiz.de/10012039377
Saved in:
10
Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
Arsova, Antonia
;
Karaman Örsal, Deniz Dilan
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1033-1050
Persistent link: https://www.econbiz.de/10012040532
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