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subject:"Kointegration"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Nichtlineare Regression"
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Kointegration
Nichtlineare Regression
91
Nonlinear regression
91
Estimation theory
42
Schätztheorie
42
Theorie
39
Theory
39
Time series analysis
33
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Jong, Robert M. de
2
Wang, Qiying
2
Berenguer-Rico, Vanessa
1
Breitung, Jörg
1
Chan, Nigel
1
Corradi, Valentina
1
Gonzalo, Jesús
1
Hansen, Bruce E.
1
Holt, Matthew T.
1
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1
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1
Lin, Yingqian
1
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1
Seo, Byeongseon
1
Swanson, Norman R.
1
Teräsvirta, Timo
1
Tu, Yundong
1
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1
Wu, Dongsheng
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1
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Journal of econometrics
Economic modelling
18
Applied economics
10
Applied economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Energy economics
9
Econometric theory
7
Macroeconomic dynamics
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International review of economics & finance : IREF
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Economics letters
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Economic change & restructuring
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International Journal of Energy Economics and Policy : IJEEP
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International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Journal of applied econometrics
3
Journal of international money and finance
3
Journal of macroeconomics
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
3
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Panoeconomicus
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
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1
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
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2
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
Saved in:
3
Model checks for nonlinear cointegrating regression
Wang, Qiying
;
Wu, Dongsheng
;
Zhu, Ke
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
Saved in:
4
Nonlinear regressions with nonstationary time series
Chan, Nigel
;
Wang, Qiying
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 182-195
Persistent link: https://www.econbiz.de/10011339876
Saved in:
5
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
Saved in:
6
Estimation of long-run parameters in unbalanced cointegration
Hualde, Javier
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 761-778
Persistent link: https://www.econbiz.de/10010257663
Saved in:
7
Likelihood-based inference for cointegration with nonlinear error-correction
Kristensen, Dennis
;
Rahbek, Anders
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 78-94
Persistent link: https://www.econbiz.de/10008826874
Saved in:
8
Nonparametric tests for unit roots and cointegration
Breitung, Jörg
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 343-363
Persistent link: https://www.econbiz.de/10001657612
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9
Nonlinear minimization estimators in the presence of cointegrating relations
Jong, Robert M. de
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 241-259
Persistent link: https://www.econbiz.de/10001703512
Saved in:
10
Testing for two-regime threshold cointegration in vector error-correction models
Hansen, Bruce E.
;
Seo, Byeongseon
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10001703515
Saved in:
11
Nonlinear estimation using estimated cointegrated relations
Jong, Robert M. de
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 109-122
Persistent link: https://www.econbiz.de/10001545122
Saved in:
12
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina
;
Swanson, Norman R.
;
White, Halbert
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
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