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~person:"Robinson, Peter M."
~person:"Trenkler, Carsten"
~type_genre:"Article in journal"
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Search: subject:"Error Correction Model"
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Cointegration
24
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Robinson, Peter M.
Trenkler, Carsten
Bahmani-Oskooee, Mohsen
85
Shahbaz, Muhammad
65
Gil-Alaña, Luis A.
64
Chang, Tsangyao
57
Narayan, Paresh Kumar
42
Caporale, Guglielmo Maria
41
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41
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38
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37
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31
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30
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30
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28
Lee, Chien-chiang
27
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25
Belke, Ansgar
25
Pradhan, Rudra Prakash
25
Odhiambo, Nicholas M.
24
Tang, Chor Foon
24
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23
Johansen, Søren
22
Rault, Christophe
21
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21
Arouri, Mohamed
20
Giri, Arun Kumar
20
Mahmood, Haider
20
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20
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20
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19
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18
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18
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18
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18
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17
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17
Beckmann, Joscha
17
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17
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17
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17
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7
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3
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ECONIS (ZBW)
24
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1
Which factors were behind Germany's labour market upswing? : a data-driven approach
Hutter, Christian
;
Carbonero, Francesco
;
Klinger, Sabine
; …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1052-1076
Persistent link: https://www.econbiz.de/10013468536
Saved in:
2
Simple identification and specification of cointegrated VARMA models
Kascha, Christian
;
Trenkler, Carsten
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
Saved in:
3
Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
5
,
pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
Saved in:
4
Testing for codependence of cointegrated variables
Trenkler, Carsten
;
Weber, Enzo
- In:
Applied economics
45
(
2013
)
13/15
,
pp. 1953-1964
Persistent link: https://www.econbiz.de/10009758484
Saved in:
5
Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10009758616
Saved in:
6
Semiparametric inference in multivariate fractionally cointegrated systems
Hualde, J.
;
Robinson, Peter M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 492-511
Persistent link: https://www.econbiz.de/10008662973
Saved in:
7
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten
- In:
Econometric theory
25
(
2009
)
1
,
pp. 243-269
Persistent link: https://www.econbiz.de/10003816228
Saved in:
8
Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1207-1253
Persistent link: https://www.econbiz.de/10003748745
Saved in:
9
Diagnostic testing for cointegration
Robinson, Peter M.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 206-225
Persistent link: https://www.econbiz.de/10003722599
Saved in:
10
Finite sample performance in cointegration analysis of nonlinear time series with long memory
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 268-297
Persistent link: https://www.econbiz.de/10003761229
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