//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Trendbereinigung"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
46
Zeitreihenanalyse
46
Cointegration
18
Kointegration
18
Estimation theory
14
Schätztheorie
14
VAR model
14
VAR-Modell
14
Theorie
12
Theory
12
Modellierung
11
Scientific modelling
11
Bootstrap approach
7
Bootstrap-Verfahren
7
Regression analysis
6
Regressionsanalyse
6
USA
6
United States
6
Kaufkraftparität
5
Purchasing power parity
5
ARCH model
4
ARCH-Modell
4
Einheitswurzeltest
4
Macroeconomics
4
Makroökonomik
4
Unit root test
4
Autocorrelation
3
Autokorrelation
3
Deutschland
3
Germany
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Statistical test
3
Statistischer Test
3
Bootstrap
2
Correlation
2
Denmark
2
Dänemark
2
Estimation
2
Exchange rate
2
more ...
less ...
Online availability
All
Free
46
Type of publication
All
Book / Working Paper
46
Type of publication (narrower categories)
All
Arbeitspapier
46
Graue Literatur
46
Non-commercial literature
46
Working Paper
46
Language
All
English
46
Author
All
Johansen, Søren
23
Jusélius, Katarina
8
Rahbek, Anders
8
Cavaliere, Giuseppe
6
Nielsen, Bent
6
Nielsen, Morten Ørregaard
4
Bohn Nielsen, Heino
3
Taylor, Robert
3
Pedersen, Rasmus Søndergaard
2
Atkinson, Anthony C.
1
Berenguer-Rico, Vanessa
1
Boswijk, Herman Peter
1
Elvstrøm Ekner, Line
1
Fatum, Ramus
1
Framroze Møller, Niels
1
Franchi, Massimo
1
Frydman, Roman
1
Goldberg, Michael D.
1
Hendry, David F.
1
Hetland, Simon Thinggaard
1
Hillebrand, Eric
1
Hoover, Kevin D.
1
Klemp, Marc P. B.
1
Kristensen, Dennis
1
Lange, Theis
1
Møller, Niels Framroze
1
Nejstgaard, Emil
1
Noack Jensen, Andreas
1
Nyboe Tabor, Morten
1
Pajhede, Thor
1
Pedersen, Jesper
1
Perera, Indeewara
1
Riani, Marco
1
Santos, Carlos
1
Sørensen, Jesper R.-V.
1
Sørensen, Peter Norman
1
more ...
less ...
Institution
All
Københavns Universitet / Økonomisk Institut
1
Published in...
All
Discussion papers / Department of Economics, University of Copenhagen
Journal of econometrics
672
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
328
Discussion paper / Tinbergen Institute
321
Applied economics
319
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
175
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
157
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
110
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
The econometrics journal
92
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
EUI working paper / ECO
83
Finance research letters
82
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
75
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
46
of
46
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
3
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
4
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
5
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
6
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
7
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
Saved in:
8
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011625471
Saved in:
9
A conditionally beta distributed time-series model with application to monthly US corporate default rates
Pajhede, Thor
-
2017
Persistent link: https://www.econbiz.de/10011587865
Saved in:
10
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011654453
Saved in:
11
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524565
Saved in:
12
Post-Malthusian dynamics in pre-industrial Scandinavia
Klemp, Marc P. B.
;
Møller, Niels Framroze
-
2015
Persistent link: https://www.econbiz.de/10010501997
Saved in:
13
Data revisions and the statistical relation of global mean sea-level and temperature
Hillebrand, Eric
;
Johansen, Søren
-
2015
Persistent link: https://www.econbiz.de/10010529332
Saved in:
14
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010416823
Saved in:
15
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418934
Saved in:
16
Testing for near I (2) trends when the signal to noise ratio is small
Jusélius, Katarina
-
2014
Persistent link: https://www.econbiz.de/10010250518
Saved in:
17
Targeting estimation of CCC-Garch models with infinite fourth moments
Pedersen, Rasmus Søndergaard
-
2014
Persistent link: https://www.econbiz.de/10010256282
Saved in:
18
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2013
Persistent link: https://www.econbiz.de/10010206033
Saved in:
19
A fast fractional difference algorithm
Noack Jensen, Andreas
;
Nielsen, Morten Ørregaard
-
2013
Persistent link: https://www.econbiz.de/10009751631
Saved in:
20
Parameter identification in the logistic STAR model
Elvstrøm Ekner, Line
;
Nejstgaard, Emil
-
2013
Persistent link: https://www.econbiz.de/10010190851
Saved in:
21
Understanding unemployment hysteresis : a system-based econometric approach to changing equilibria and slow adjustment
Framroze Møller, Niels
-
2013
Persistent link: https://www.econbiz.de/10009786451
Saved in:
22
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667306
Saved in:
23
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009667308
Saved in:
24
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009545958
Saved in:
25
Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina
-
2012
Persistent link: https://www.econbiz.de/10009521529
Saved in:
26
Bootstrap determination of the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614389
Saved in:
27
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren
;
Lange, Theis
-
2011
Persistent link: https://www.econbiz.de/10009006788
Saved in:
28
Asymptotic theory for terated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009382532
Saved in:
29
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10003942044
Saved in:
30
A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008665552
Saved in:
31
Imperfect knowledge, asset price swings and structural slumps : a cointegrated VAR analysis of their interdependence
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688531
Saved in:
32
An invariance property of the common trands under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688532
Saved in:
33
Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent?
Fatum, Ramus
;
Pedersen, Jesper
;
Sørensen, Peter Norman
-
2010
Persistent link: https://www.econbiz.de/10008652586
Saved in:
34
Bootstrap sequential determination of the co-integration rank in VAR-models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003932344
Saved in:
35
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663021
Saved in:
36
The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663023
Saved in:
37
Properties of estimated characteristic roots
Nielsen, Bent
(
contributor
);
Bohn Nielsen, Heino
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003714678
Saved in:
38
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
(
contributor
);
Nielsen, Bent
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003631872
Saved in:
39
The PPP puzzle : what the data tell when allowed to speak freely
Jusélius, Katarina
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003603877
Saved in:
40
Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Johansen, Søren
;
Jusélius, Katarina
;
Frydman, Roman
; …
-
2007
Persistent link: https://www.econbiz.de/10003603881
Saved in:
41
Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003603883
Saved in:
42
Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571199
Saved in:
43
Correlation, regression, and cointegration of nonstationary economic time series
Johansen, Søren
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571206
Saved in:
44
Selecting a regression saturated by indicators
Hendry, David F.
(
contributor
);
Johansen, Søren
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571217
Saved in:
45
Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003571225
Saved in:
46
Inflation, money growth, and I(2) analysis
Jusélius, Katarina
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002475689
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->