//--> //--> //-->
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:"Econometric theory"
~person:"Johansen, Søren"
~person:"Qu, Zhongjun"
~subject:"Cointegration"
~subject:"Portfolio-Management"
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:"VARMA model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Portfolio-Management
VAR model
3
VAR-Modell
3
Kointegration
2
Estimation
1
Estimation theory
1
Schätztheorie
1
Schätzung
1
Theorie
1
Theory
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Johansen, Søren
Qu, Zhongjun
Lütkepohl, Helmut
3
Jusélius, Katarina
2
Rahbek, Anders
2
Saikkonen, Pentti
2
Bohn Nielsen, Heino
1
Cavaliere, Giuseppe
1
Chevillon, Guillaume
1
De Angelis, Luca
1
Hoover, Kevin D.
1
Hsiao, Cheng
1
Larsson, Rolf
1
Mavroeidis, Sophocles
1
Perron, Pierre
1
Taylor, Robert
1
Trenkler, Carsten
1
Zhang, Zhaoguo
1
more ...
less ...
Published in...
All
Econometric theory
Discussion papers / Department of Economics, University of Copenhagen
13
CREATES research paper
8
Queen's Economics Department working paper
4
Journal of econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
The econometrics journal
2
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Economic modelling
1
Oxford bulletin of economics and statistics
1
The American economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A modified information criterion for cointegration tests based on a VAR approximation
Qu, Zhongjun
;
Perron, Pierre
- In:
Econometric theory
23
(
2007
)
4
,
pp. 638-685
Persistent link: https://www.econbiz.de/10003549586
Saved in:
2
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->