//--> //--> //-->
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
~institution:"Brown University / Department of Economics"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
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:"Vector error correction model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
6
Kointegration
6
Theorie
4
Theory
4
Kaufkraftparität
2
Purchasing power parity
2
VAR model
2
VAR-Modell
2
1957-2002
1
1979-1999
1
EU countries
1
EU-Staaten
1
Exchange rate
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtlineare Regression
1
Nonlinear regression
1
Pfund Sterling
1
Pound Sterling
1
US dollar
1
US-Dollar
1
Wechselkurs
1
Welt
1
World
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Mignon, Valérie
4
Dufrénot, Gilles
2
Hansen, Peter Reinhard
2
Lardic, Sandrine
2
Chaouachi, Slim
1
Dubois, Emmanuel
1
Mathieu, Laurent
1
Péguin-Feissolle, Anne
1
more ...
less ...
Institution
All
Brown University / Department of Economics
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
European University Institute / Department of Economics
27
National Bureau of Economic Research
18
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
18
International Monetary Fund
12
Department of Economics, European University Institute
9
Københavns Universitet / Økonomisk Institut
8
Nationalekonomiska Institutionen <Lund>
8
William Davidson Institute <Ann Arbor, Mich.>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Centre for Analytical Finance <Århus>
6
Centre for International Macroeconomics
6
European University Institute / Department of Law
5
Konjunkturforschungsstelle <Zürich>
5
Svenska Handelshögskolan <Helsinki>
5
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Konjunkturinstitutet <Stockholm>
4
Loughborough University / Department of Economics
4
Queen Mary College / Department of Economics
4
School of Economics and Political Science <Sydney>
4
School of Finance and Business Economics <Perth, Western Australia>
4
University of Dundee / Department of Economic Studies
4
Centre for Microdata Methods and Practice <London>
3
Department of Econometrics and Business Statistics, Monash Business School
3
Economics Department, Queen's University
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Weltwirtschaft
3
Johns Hopkins University / Department of Economics
3
Lehrstuhl für Statistik und Ökonometrie, Wirtschafts- und Sozialwissenschafltiche Fakultät
3
National Institute of Economic and Social Research
3
State University of New York at Albany / Department of Economics
3
Tinbergen Instituut
3
University of Sheffield / Department of Economics
3
University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
3
Uppsala universitet / Nationalekonomiska institutionen
3
Australian National University / Faculty of Economics and Commerce
2
more ...
less ...
Published in...
All
Documents de travail / THEMA
4
Working papers / Brown University, Department of Economics
2
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling the misalignments of the Dollar/Sterling real exchange rate : a nonlinear cointegration perspective
Chaouachi, Slim
(
contributor
);
Dufrénot, Gilles
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760388
Saved in:
2
The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
3
Fractional cointegration and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
Saved in:
4
Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration
Dufrénot, Gilles
;
Mathieu, Laurent
;
Mignon, Valérie
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724164
Saved in:
5
The Johansen-Granger representation theorem : a closed-form expression for I(1) processes
Hansen, Peter Reinhard
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528512
Saved in:
6
Structural changes in the cointegrated vector autoregressive model
Hansen, Peter Reinhard
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528994
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->