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Search: subject:"Multicointegration"
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Multicointegration
23
Cointegration
18
Kointegration
16
multicointegration
14
Time series analysis
11
Zeitreihenanalyse
11
Estimation theory
10
Schätztheorie
10
Estimation
6
Schätzung
6
Theorie
6
I(2) processes
5
Sustainability
5
Theory
5
Brasilien
4
Brazil
4
Forecasting
4
Nachhaltigkeit
4
Public debt
4
Singularity
4
Structural break
4
Structural breaks
4
Strukturbruch
4
VAR models
4
consumption
4
Öffentliche Schulden
4
Current account
3
Debt management
3
Fiscal sustainability
3
Identification
3
Prognose
3
Schuldenmanagement
3
Statistical test
3
Statistischer Test
3
Trend IV estimation
3
(Multi-)Cointegration
2
Common Features
2
Degenerate Wald test
2
Employment
2
Finanzpolitik
2
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Online availability
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Free
22
Undetermined
15
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Book / Working Paper
25
Article
20
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Article in journal
12
Aufsatz in Zeitschrift
12
Working Paper
10
Arbeitspapier
8
Graue Literatur
8
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8
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English
27
Undetermined
18
Author
All
Phillips, Peter C. B.
7
Siliverstovs, Boriss
7
Kheifets, Igor L.
6
Haldrup, Niels
5
Campos, Eduardo Lima
4
Cysne, Rubens Penha
4
Engsted, Tom
4
Hualde, Javier
4
Paruolo, Paolo
4
Carrion-i-Silvestre, Josep Lluís
3
Mosconi, Rocco
3
Camarero, Mariam
2
Demiralp, Berna
2
Escario, Regina
2
Gadea, María Dolores
2
Gantt, Bonnie B.
2
Gomez-Biscarri, Javier
2
Sabaté, Marcela
2
Selover, David D.
2
Sun, Yixiao
2
Tamarit, Cecilio
2
Tronzano, Marco
2
Berenguer-Rico, Vanessa
1
Biscarri, Javier Gómez
1
Camarero Olivas, Mariam
1
Carrion i Silvestre, Josep Lluís
1
Ellis, Colin
1
Gómez Biscarri, Javier
1
Hylleberg, Svend
1
Kheifets, Igor
1
Kia, Amir
1
Kiran, Burcu
1
Lunsford, Kurt G.
1
Neto, David
1
Ogus, Ayla
1
Pons, Gabriel
1
Price, Simon
1
Rico, Vanessa Berenguer
1
Rosselló, Jaume
1
Sansó, Andreu
1
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School of Economics and Management, University of Aarhus
3
Facultat d'Economia i Empresa, Universitat de Barcelona
2
Barcelona Graduate School of Economics (Barcelona GSE)
1
Carleton University, Department of Economics
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Departament d'Estructura Econòmica, Facultad de Economía
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Facoltà di Economia, Università degli Studi dell'Insubria
1
Facultad de Economía y Empresa, Universidad de Zaragoza
1
Royal Economic Society - RES
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Cowles Foundation discussion paper
4
Journal of econometrics
4
Economics Working Papers / School of Economics and Management, University of Aarhus
3
DIW Discussion Papers
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Ensaios econômicos
2
Carleton Economic Papers
1
Discussion Papers of DIW Berlin
1
Documentos de Trabajo / Facultad de Economía y Empresa, Universidad de Zaragoza
1
Economia Internazionale / International Economics
1
Economia internazionale
1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
1
Economics and Quantitative Methods
1
Economics letters
1
Empirical Economics
1
Estudios económicos
1
Finance Working Papers
1
IREA Working Papers
1
International Journal of Sustainable Economy
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
International journal of forecasting
1
Journal of Banking & Finance
1
Journal of Econometrics
1
Journal of Macroeconomics
1
Journal of Policy Modeling
1
Journal of banking & finance
1
Journal of macroeconomics
1
MPRA Paper
1
Royal Economic Society Annual Conference 2003
1
Statistical Methods and Applications
1
Working Papers / Barcelona Graduate School of Economics (Barcelona GSE)
1
Working Papers / Departament d'Estructura Econòmica, Facultad de Economía
1
Working Papers in Economics
1
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Source
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RePEc
23
ECONIS (ZBW)
20
EconStor
2
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1
Optimal estimation in a multicointegrated system
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2025
Persistent link: https://www.econbiz.de/10015467033
Saved in:
2
Estimation and inference in a possibly multicointegrated system with a fixed number of instruments
Sun, Yixiao
;
Phillips, Peter C. B.
;
Kheifets, Igor L.
-
2024
Persistent link: https://www.econbiz.de/10015077063
Saved in:
3
Estimation and inference in a possibly multicointegrated system with a fixed number of instruments
Sun, Yixiao
;
Phillips, Peter C. B.
;
Kheifets, Igor L.
- In:
Economics letters
250
(
2025
),
pp. 1-6
Persistent link: https://www.econbiz.de/10015464017
Saved in:
4
High-dimensional IV cointegration estimation and inference
Phillips, Peter C. B.
;
Kheifets, Igor L.
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015073919
Saved in:
5
On
multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
6
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:
7
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
8
Sustainability of the Brazilian public debt an analysis using
multicointegration
Cysne, Rubens Penha
;
Campos, Eduardo Lima
-
2019
Persistent link: https://www.econbiz.de/10012117846
Saved in:
9
Sustainability of Brazilian public debt: analysis of a possible structural break in the recent period
Campos, Eduardo Lima
;
Cysne, Rubens Penha
-
2019
Persistent link: https://www.econbiz.de/10012117847
Saved in:
10
Sustainability of Brazilian public debt : a structural break analysis
Campos, Eduardo Lima
;
Cysne, Rubens Penha
- In:
International journal of emerging markets
17
(
2022
)
3
,
pp. 645-663
Persistent link: https://www.econbiz.de/10012886416
Saved in:
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