//--> //--> //-->
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
~person:"Cavaliere, Giuseppe"
~subject:"Cointegration"
~subject:"VAR model"
~type_genre:"Working Paper"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
VAR model
Bootstrap approach
3
Bootstrap-Verfahren
3
Kointegration
3
Time series analysis
3
VAR-Modell
3
Zeitreihenanalyse
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Working Paper
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Language
All
English
3
Author
All
Cavaliere, Giuseppe
Lütkepohl, Helmut
94
Marcellino, Massimiliano
67
Mumtaz, Haroon
61
Pesaran, M. Hashem
61
Gambetti, Luca
55
Castelnuovo, Efrem
46
Carriero, Andrea
42
Kilian, Lutz
42
Theodoridis, Konstantinos
41
Canova, Fabio
39
Huber, Florian
39
Caggiano, Giovanni
38
Clark, Todd E.
38
Koop, Gary
36
Giannone, Domenico
29
Schorfheide, Frank
28
Forni, Mario
27
Johansen, Søren
27
Belke, Ansgar
26
Chudik, Alexander
26
Korobilis, Dimitris
26
Rubio-Ramírez, Juan Francisco
26
Sala, Luca
26
Fève, Patrick
25
Nielsen, Morten Ørregaard
25
Benati, Luca
24
Jusélius, Katarina
23
Kapetanios, George
23
Minford, Patrick
23
Peersman, Gert
22
Saikkonen, Pentti
22
Österholm, Pär
21
Baumeister, Christiane
20
Bjørnland, Hilde Christiane
20
Lenza, Michele
20
Ricco, Giovanni
20
Trenkler, Carsten
20
Wickens, Michael R.
20
Zanetti, Francesco
20
Feldkircher, Martin
19
more ...
less ...
Published in...
All
Discussion papers / Department of Economics, University of Copenhagen
2
CREATES research paper
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614507
Saved in:
3
Bootstrap sequential determination of the co-integration rank in VAR-models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003932344
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->