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Cointegration
39
Kointegration
39
VAR model
20
VAR-Modell
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Time series analysis
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Zeitreihenanalyse
15
Estimation theory
14
Schätztheorie
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Nonlinear regression
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Nielsen, Morten Ørregaard
13
Johansen, Søren
12
Santucci de Magistris, Paolo
5
Rahbek, Anders
4
Carlini, Federico
3
Cavaliere, Giuseppe
2
Gatarek, Lukasz
2
Rossi, Eduardo
2
Swensen, Anders Rygh
2
Xu, Ke
2
Bohn Nielsen, Heino
1
Bollerslev, Tim
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Boswijk, Herman Peter
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Callot, Laurent A. F.
1
Christensen, Bent Jesper
1
Delle Monache, Davide
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Dolatabadi, Sepideh
1
Dolatabadim, Sepideh
1
Engsted, Tom
1
Franchi, Massimo
1
Frederiksen, Per
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Grassi, Stefano
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Haulde, Javier
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Hubrich, Kirstin
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Jansson, Michael
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Jones, Maggie E. C.
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Kristensen, Dennis
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Kurita, Takamitsu
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Lange, Theis
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Lasak, Katarzyna
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MacKinnon, James G.
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Narayan, Kumar Paresh
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Nielsen, Bent
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Nyboe Tabor, Morten
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Popiel, Michal Ksawery
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Schmith, Torben
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Seo, Wonk-ki
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Seong, Dakyung
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CREATES research paper
Applied economics
343
International Journal of Energy Economics and Policy : IJEEP
316
Economic modelling
263
Energy economics
223
International journal of economics and financial issues : IJEFI
184
Applied economics letters
177
Journal of econometrics
161
Economics letters
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
The empirical economics letters : a monthly international journal of economics
155
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149
Cogent economics & finance
104
Theoretical and applied economics : GAER review
98
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84
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81
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63
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63
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62
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60
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59
Journal of policy modeling : JPMOD ; a social science forum of world issues
59
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59
Journal of international financial markets, institutions & money
58
Applied financial economics
57
Global business review
55
International journal of finance & economics : IJFE
54
The North American journal of economics and finance : a journal of financial economics studies
53
The Indian journal of economics
52
The journal of developing areas
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
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EUI working paper / ECO
46
Discussion papers / Department of Economics, University of Copenhagen
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ECONIS (ZBW)
39
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1
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
3
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
4
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
5
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
-
2018
Persistent link: https://www.econbiz.de/10011946486
Saved in:
6
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
7
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
8
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
9
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
10
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard
;
Shibaev, Sergei S.
-
2016
Persistent link: https://www.econbiz.de/10011573274
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