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~isPartOf:"The econometrics journal"
~subject:"VAR-Modell"
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Search: subject_exact:"Autoregressive DL Model"
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VAR-Modell
Cointegration
38
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17
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11
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11
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The econometrics journal
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30
Journal of econometrics
30
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25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
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International Journal of Energy Economics and Policy : IJEEP
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1
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
2
An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
Saved in:
3
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 414-435
Persistent link: https://www.econbiz.de/10003948827
Saved in:
4
Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
Saved in:
5
Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 249-271
Persistent link: https://www.econbiz.de/10002122086
Saved in:
6
More on testing exact rational expectations in cointegrated vector autoregressive models : restricted constant and linear term
Johansen, Søren
;
Swensen, Anders Rygh
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 389-397
Persistent link: https://www.econbiz.de/10002463476
Saved in:
7
Vector equilibrium correction models with non-linear discontinuous adjustments
Bec, Frédérique
;
Rahbek, Anders
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 628-651
Persistent link: https://www.econbiz.de/10002463704
Saved in:
8
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001651359
Saved in:
9
Some tests for parameter constancy in cointegrated VAR-models
Hansen, Henrik
;
Johansen, Søren
- In:
The econometrics journal
2
(
1999
)
2
,
pp. 306-333
Persistent link: https://www.econbiz.de/10001515457
Saved in:
10
Cointegration rank inference with stationary regressors in VAR models
Rahbek, Anders
;
Mosconi, Rocco
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 76-91
Persistent link: https://www.econbiz.de/10001449262
Saved in:
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