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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mul"
~language:"spa"
~language:"vie"
~subject:"Cointegration"
~type_genre:"Article in journal"
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Cointegration
Theorie
2,146
Theory
2,146
Estimation theory
1,819
Schätztheorie
1,819
Estimation
821
Schätzung
816
Time series analysis
812
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812
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601
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601
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Phillips, Peter C. B.
10
Boswijk, Herman Peter
6
Johansen, Søren
6
Lütkepohl, Helmut
6
Nielsen, Morten Ørregaard
6
Robinson, Peter M.
6
Paruolo, Paolo
5
Rahbek, Anders
5
Wagner, Martin
5
Xiao, Zhijie
5
Jong, Robert M. de
4
Saikkonen, Pentti
4
Westerlund, Joakim
4
Corradi, Valentina
3
Gao, Jiti
3
Hualde, Javier
3
Kleibergen, Frank
3
Park, Joon Y.
3
Shin, Yongcheol
3
Strachan, Rodney W.
3
Swanson, Norman R.
3
Taylor, Robert
3
Tu, Yundong
3
Urga, Giovanni
3
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3
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2
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2
Breitung, Jörg
2
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2
Carrion i Silvestre, Josep Lluís
2
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2
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2
Chang, Yoosoon
2
Choi, In
2
Christensen, Bent Jesper
2
Cubadda, Gianluca
2
Davidson, James E. H.
2
Dijk, Dick van
2
Fanelli, Luca
2
Franses, Philip Hans
2
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Journal of applied econometrics
Journal of econometrics
Applied economics
345
International Journal of Energy Economics and Policy : IJEEP
324
Economic modelling
268
Energy economics
228
International journal of economics and financial issues : IJEFI
184
Applied economics letters
177
Economics letters
156
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
The empirical economics letters : a monthly international journal of economics
156
International journal of economics and finance
149
Cogent economics & finance
104
Theoretical and applied economics : GAER review
100
International review of economics & finance : IREF
83
Econometric theory
77
Journal of international money and finance
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Economies : open access journal
62
Econometric reviews
60
Economic research
60
Journal of policy modeling : JPMOD ; a social science forum of world issues
59
Research in international business and finance
59
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
55
International journal of finance & economics : IJFE
55
The North American journal of economics and finance : a journal of financial economics studies
53
The journal of developing areas
53
The Indian journal of economics
52
Panoeconomicus
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied econometrics and international development
47
Journal of macroeconomics
47
Modern economy
47
Oxford bulletin of economics and statistics
47
International review of financial analysis
44
Iranian economic review : journal of University of Tehran
43
The Pakistan development review : PDR
43
International journal of forecasting
42
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ECONIS (ZBW)
205
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1
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205
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1
The demand for money at the zero interest rate bound
Watanabe, Tsutomu
;
Tomoyoshi, Yabu
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
Saved in:
2
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
3
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
4
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
5
ARDL bounds test for cointegration : Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
Natsiopoulos, Kleanthis
;
Tzeremes, Nickolaos G.
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1079-1090
Persistent link: https://www.econbiz.de/10013464657
Saved in:
6
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
7
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
8
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
9
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
10
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
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