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Search: subject:"adjustment coefficients"
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adjustment coefficients
8
(un)conditional heteroskedasticity
4
Co-integration
4
Cointegration
4
Kointegration
4
heteroskedasticity-robust inference
4
wild bootstrap
4
Adjustment coefficients
3
Estimation theory
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Schätztheorie
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CVAR
2
Cointegrated VAR model
2
Dickey-Fuller distributions
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Rational expectations
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Rationale Erwartung
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Reduced rank regression
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Regressionsanalyse
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causal models
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cointegrated vector autoregressive model
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cointegrating coefficients
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cointegrating relations
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cointegration
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econometric analysis of macroeconomic data
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error correction models
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likelihood inference
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mixed Gaussian distribution
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nonstationarity
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ADJUSTMENT COEFFICIENTS SYSTEM
1
Abstract
1
Abstract, Exact rational expectations
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Causality analysis
1
Exact rational expectations
1
Kausalanalyse
1
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English
7
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Johansen, Søren
6
Cavaliere, Giuseppe
4
Rahbek, Anders
4
Boswijk, H. Peter
3
Swensen, Anders Rygh
2
Taylor, A. M. Robert
2
Barassi, MR
1
Boswijk, Herman Peter
1
Caporale, GM
1
Hall, SG
1
Taylor, A.M. Robert
1
Taylor, Robert
1
Р, АБДУРАМАНОВ
1
Ю, ПАСЕНЧЕНКО
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Økonomisk Institut, Københavns Universitet
2
School of Economics and Management, University of Aarhus
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Econometrics : open access journal
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Tinbergen Institute Discussion Papers
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Вісник Киiвського нацiонального унiверситету iм. Тараса Шевченка. Серiя: Економiка Bulletin of Taras Shevchenko National University of Kyiv. Economics.
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1
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:
2
Adjustment
coefficients
and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
3
Cointegration and adjustment in the CVAR(É) representation of some partially observed CVAR(1) models
Johansen, Søren
- In:
Econometrics
7
(
2019
)
1
,
pp. 1-10
order CVAR representation of the observations. Cointegration and
adjustment
coefficients
in the infinite order CVAR are …
Persistent link: https://www.econbiz.de/10012696218
Saved in:
4
Cointegration and adjustment in the CVAR(∞) representation of some partially observed CVAR(1) models
Johansen, Søren
- In:
Econometrics : open access journal
7
(
2019
)
1/2
,
pp. 1-10
order CVAR representation of the observations. Cointegration and
adjustment
coefficients
in the infinite order CVAR are …
Persistent link: https://www.econbiz.de/10012025719
Saved in:
5
Times Series: Cointegration
Johansen, Søren
-
Økonomisk Institut, Københavns Universitet
-
2014
adjustment
coefficients
. A discussion of the asymptotic distribution results that are used for inference. The results are …
Persistent link: https://www.econbiz.de/10010940436
Saved in:
6
Times Series: Cointegration
Johansen, Søren
-
School of Economics and Management, University of Aarhus
-
2014
adjustment
coefficients
. A discussion of the asymptotic distribution results that are used for inference. The results are …
Persistent link: https://www.econbiz.de/10010940882
Saved in:
7
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
; …
-
2013
the
adjustment
coefficients
in vector autoregressions driven by both conditional and unconditional heteroskedasticity of a …-integrating vectors and
adjustment
coefficients
. …
Persistent link: https://www.econbiz.de/10010328330
Saved in:
8
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
; …
-
Økonomisk Institut, Københavns Universitet
-
2013
the
adjustment
coefficients
in vector autoregressions driven by both conditional and unconditional heteroskedasticity of a …-integrating vectors and
adjustment
coefficients
. …
Persistent link: https://www.econbiz.de/10010722850
Saved in:
9
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
; …
-
Tinbergen Instituut
-
2013
the
adjustment
coefficients
in vector autoregressions driven by both conditional and unconditional heteroskedasticity of a …-integrating vectors and
adjustment
coefficients
. …
Persistent link: https://www.econbiz.de/10011256108
Saved in:
10
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2013
the
adjustment
coefficients
in vector autoregressions driven by both conditional and unconditional heteroskedasticity of a …-integrating vectors and
adjustment
coefficients
. …
Persistent link: https://www.econbiz.de/10010225789
Saved in:
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