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~subject:"Statistischer Test"
~subject:"Cointegration"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Ökonometrische Spezifikation"
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Statistischer Test
Cointegration
Modellierung
32
Scientific modelling
32
Time series analysis
12
Zeitreihenanalyse
12
Volatility
9
Volatilität
9
Stochastic process
7
Stochastischer Prozess
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Schätztheorie
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Theorie
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Theory
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Prognoseverfahren
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Statistical test
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Kointegration
4
Capital income
3
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3
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VAR-Modell
3
Bayes-Statistik
2
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2
Börsenkurs
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Induktive Statistik
2
Martingal
2
Martingale
2
Nichtlineare Regression
2
Nichtparametrisches Verfahren
2
Nonlinear regression
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Risikoprämie
2
Risk premium
2
Share price
2
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Johansen, Søren
3
Teräsvirta, Timo
2
Würtz, Allan H.
2
Amado, Cristina
1
Gatarek, Lukasz
1
Gørgens, Tue
1
Hansen, Peter Reinhard
1
Jensen, Peter Sandholt
1
Lange, Theis
1
Lunde, Asger
1
Nason, James Michael
1
Nielsen, Morten Ørregaard
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CREATES research paper
Journal of econometrics
26
Econometric theory
10
Econometric reviews
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Cowles Foundation discussion paper
7
Discussion paper / Tinbergen Institute
7
Econometrics : open access journal
7
Discussion papers / Department of Economics, University of Copenhagen
6
IHS economics series : working paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Cowles Foundation Discussion Paper
4
International journal of forecasting
4
Journal of applied econometrics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Discussion paper / Centre for Economic Policy Research
3
Discussion papers / Helsinki Center of Economic Research : discussion paper
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
ECON PhD dissertations
3
Journal of forecasting
3
New directions in macromodelling
3
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
3
Reihe Ökonomie
3
School of Economics working papers / The University of Adelaide, School of Economics
3
Springer Texts in Business and Economics
3
SpringerLink / Bücher
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The econometrics journal
3
The review of financial studies
3
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FRB International Finance Discussion Paper
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ECONIS (ZBW)
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
2
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
3
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
-
2014
Persistent link: https://www.econbiz.de/10010418991
Saved in:
4
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
5
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779696
Saved in:
6
Estimating the effect of a variable in a high-dimensional regression model
Jensen, Peter Sandholt
;
Würtz, Allan H.
-
2010
Persistent link: https://www.econbiz.de/10008746094
Saved in:
7
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
8
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003903437
Saved in:
9
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
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