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Search: subject:"cointegration"
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Cointegration
162
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161
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72
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57
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Phillips, Peter C. B.
10
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Lütkepohl, Helmut
5
Nielsen, Morten Ørregaard
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Xiao, Zhijie
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Tu, Yundong
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Wagner, Martin
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3
Gao, Jiti
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Hualde, Javier
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Jong, Robert M. de
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Kleibergen, Frank
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Swanson, Norman R.
3
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Urga, Giovanni
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Wang, Qiying
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2
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Journal of econometrics
MPRA Paper
578
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351
International Journal of Energy Economics and Policy : IJEEP
329
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269
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229
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190
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ECONIS (ZBW)
164
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1
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
2
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
3
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
4
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:
5
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate
cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
6
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
7
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
8
A multicointegration model of global climate change
Bruns, Stephan B.
;
Csereklyei, Zsuzsanna
;
Stern, David I.
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 175-197
Persistent link: https://www.econbiz.de/10012438317
Saved in:
9
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
10
Estimation for double-nonlinear
cointegration
Lin, Yingqian
;
Tu, Yundong
;
Yao, Qiwei
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
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