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  • Search: subject:"integrated variables"
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Year of publication
Subject
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integrated variables 3 Carbon Kuznets curve 2 Schätztheorie 2 regressions with integrated variables 2 Analysis 1 CGE modelling 1 Environmental Kuznets Curve 1 Estimation theory 1 Feynman-Kac formula 1 Gaussian diffusion process 1 Integrated assessment models 1 Kohlendioxid 1 Mathematical analysis 1 Monte Carlo method 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multivariate invariance principle 1 Nonstationary panels 1 Option pricing theory 1 Optionspreistheorie 1 Regressions with integrated variables 1 Sampling 1 Stichprobenerhebung 1 Stochastic process 1 Stochastischer Prozess 1 Tests 1 Unit Roots 1 carbon Kuznets curve 1 dependent processes 1 drift correction 1 global nonstationarity 1 importance sampling 1 integrated assessment models 1 nonstationary panels 1 non{stationary panel 1 stochastic differential equations 1 stochastic integrals 1 structural change 1 trending variances 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Book / Working Paper 5 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3 Undetermined 3
Author
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Wagner, Martin 3 Müller-Fürstenberger, Georg 2 Beyaert, Arielle 1 Davidson, James 1 Muller, Benito 1 Muller-Furstenberger, Georg 1 Singer, Hermann 1 Vega, Maria del Mar Sanchez de la 1
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Institution
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 EconWPA 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1
Published in...
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Estudios de Economía Aplicada 1 Others 1 Reihe Ökonomie / Economics Series 1 STICERD - Econometrics Paper Series 1
Source
All
RePEc 4 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 6 of 6
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Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann - 2019
Persistent link: https://www.econbiz.de/10012149431
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Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems
Müller-Fürstenberger, Georg; Wagner, Martin - 2006
Focussing on the prime example of CO2 emissions, we discuss several important theoretical and econometric problems that arise when studying environmental Kuznets curves (EKCs). The dominant theoretical approach is given by integrated assessment modelling, which consists of economic models that...
Persistent link: https://www.econbiz.de/10010293750
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Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems
Müller-Fürstenberger, Georg; Wagner, Martin - Department of Economics and Finance Research and … - 2006
Focussing on the prime example of CO2 emissions, we discuss several important theoretical and econometric problems that arise when studying environmental Kuznets curves (EKCs). The dominant theoretical approach is given by integrated assessment modelling, which consists of economic models that...
Persistent link: https://www.econbiz.de/10005823251
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Exploring the Carbon Kuznets Hypothesis
Muller-Furstenberger, Georg; Wagner, Martin; Muller, Benito - EconWPA - 2005
The Carbon Kuznets hypothesis conjectures an inverse U{shape relation between GDP and carbon dioxide emissions. We investigate a number of empirical problems with this hypothesis by way of both econometric analysis and CGE modelling. The econometric analysis takes into account the possibility of...
Persistent link: https://www.econbiz.de/10005407821
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Los contrastes de raíz unitaria con cambio estructural: una panorámica
Vega, Maria del Mar Sanchez de la; Beyaert, Arielle - In: Estudios de Economía Aplicada 2 (1994) Diciembre, pp. 107-143
El presente artículo ofrece una panorámica de los contrastes específicos de raíz unitaria en presencia de cambio estructural propuestos en la literatura, que pretende servir de guía práctica para el investigador que necesite hacer uso de este tipo de técnicas. Estos contrastes contribuyen...
Persistent link: https://www.econbiz.de/10005690368
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The Multivariate Invariance Principle for Globally Nonstationary Processes, with an Application to I(2) Models
Davidson, James - Suntory and Toyota International Centres for Economics … - 1993
process with its increments, a standard result for asymptotic analysis of regressions in integrated variables. These …
Persistent link: https://www.econbiz.de/10010720251
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