//--> //--> //-->
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
type:"book"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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
30
Kointegration
30
Estimation
12
Schätzung
12
Estimation theory
11
Schätztheorie
11
Time series analysis
10
Zeitreihenanalyse
10
Theorie
7
Theory
7
Australia
5
Australien
5
VAR model
5
VAR-Modell
5
1998-1999
4
ARCH model
4
ARCH-Modell
4
Hedging
4
ARMA model
3
ARMA-Modell
3
Nichtlineare Regression
3
Nichtparametrisches Verfahren
3
Nonlinear regression
3
Nonparametric statistics
3
Panel
3
Panel study
3
Regression analysis
3
Regressionsanalyse
3
Bayes-Statistik
2
Bayesian inference
2
Climate change
2
Climate sensitivity
2
Dynamic panel
2
Forecasting model
2
Greenhouse gas emissions
2
Klimawandel
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Prognoseverfahren
2
more ...
less ...
Online availability
All
Free
27
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Forschungsbericht
6
Language
All
English
30
Author
All
Gao, Jiti
14
Anderson, Heather M.
6
Vahid, Farshid
5
Dark, Jonathan
4
Dong, Chaohua
4
Tjostheim, Dag
4
Cai, Biqing
3
Poskitt, Donald Stephen
3
Yin, Jiying
3
Li, Degui
2
Peng, Bin
2
Phillips, Peter C. B.
2
Snyder, Ralph D.
2
Strachan, Rodney W.
2
Wei, Wei
2
Yang, Yang
2
Athanasopoulos, George
1
Auld, Tom
1
Donga, Chaohua
1
Dumrongrittikul, Taya
1
Inder, Brett A.
1
Juodis, Artūras
1
Karavias, Yiannis
1
Linton, Oliver
1
Low, Chin Nam
1
Phillips, C. B.
1
Sarafidis, Vasilis
1
Tu, Yundong
1
Yan, Yayi
1
Yao, Wenying
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
CESifo working papers
84
Working paper
74
EUI working paper / ECO
46
Discussion papers / Department of Economics, University of Copenhagen
44
Discussion paper / Tinbergen Institute
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
41
Discussion papers of interdisciplinary research project 373
41
CREATES research paper
39
IMF working papers
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Cowles Foundation discussion paper
28
Economics and finance working paper series
28
IHS economics series : working paper
27
IMF working paper
27
CESifo Working Paper Series
26
Working paper series / European Central Bank
26
Ruhr economic papers
25
Discussion paper / Centre for Economic Forecasting
23
Working paper series
23
SFB 649 discussion paper
22
Discussion paper / Centre for Economic Policy Research
21
Reihe Ökonomie
21
Queen's Economics Department working paper
20
Working paper series / European Central Bank ; Eurosystem
20
Discussion paper / Department of Economics, University of California San Diego
19
Working papers
19
Discussion paper series / IZA
18
Economics / Discussion papers : the open-access, open-assessment e-journal
18
MPRA Paper
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
CAMA working paper series
16
Discussion paper
15
Econometric Institute research papers
15
International finance discussion papers
15
NBER Working Paper
15
NBER working paper series
15
Research memorandum / METEOR
15
William Davidson Institute working papers series
15
Working paper / Department of Economics, Lund University
15
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
30
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
Does climate sensitivity differ across regions? : a varying–coefficient approach
Anderson, Heather M.
;
Gao, Jiti
;
Vahid, Farshid
;
Wei, Wei
; …
-
2023
Persistent link: https://www.econbiz.de/10014451334
Saved in:
3
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
4
Does climate sensitivity differ across regions? : a varying-coefficient approach
Anderson, Heather M.
;
Gao, Jiti
;
Vahid, Farshid
;
Wei, Wei
; …
-
2023
Persistent link: https://www.econbiz.de/10014315967
Saved in:
5
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
6
The behaviour of betting and currency markets on the night of the EU referendum
Auld, Tom
;
Linton, Oliver
-
2018
Persistent link: https://www.econbiz.de/10012583380
Saved in:
7
Kernel-based inference in time-varying coefficient models with multiple integrated regressors
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782211
Saved in:
8
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2016
-
Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
Saved in:
9
A new class of bivariate threshold cointegration models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
-
2015
Persistent link: https://www.econbiz.de/10011781115
Saved in:
10
How do shocks to domestic factors affect real exchange rates of Asian developing countries?
Dumrongrittikul, Taya
;
Anderson, Heather M.
-
2015
Persistent link: https://www.econbiz.de/10011781138
Saved in:
11
Orthogonal series estimation in nonlinear cointegrating models with endogeneity
Cai, Biqing
;
Dong, Chaohua
;
Gao, Jiti
-
2015
Persistent link: https://www.econbiz.de/10011781377
Saved in:
12
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
13
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2014
Persistent link: https://www.econbiz.de/10010245240
Saved in:
14
Specification testing in structural nonparametric cointegration
Dong, Chaohua
;
Gao, Jiti
-
2014
Persistent link: https://www.econbiz.de/10010245252
Saved in:
15
Hermite series estimation in nonlinear cointegrating models
Cai, Biqing
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009789500
Saved in:
16
Functional coefficient nonstationary regression with non- and semi parametric cointegration
Gao, Jiti
;
Phillips, C. B.
-
2013
Persistent link: https://www.econbiz.de/10009789502
Saved in:
17
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
18
Model specification between parametric and nonparametric cointegration
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2012
Persistent link: https://www.econbiz.de/10009625671
Saved in:
19
VARs, cointegration and common cycle restrictions
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008662304
Saved in:
20
Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen
-
2009
Persistent link: https://www.econbiz.de/10008661976
Saved in:
21
Exponential smoothing : a prediction error decomposition principle
Snyder, Ralph D.
-
2004
Persistent link: https://www.econbiz.de/10002474548
Saved in:
22
On the identification and estimation of partially nonstationary ARMAX systems
Poskitt, Donald Stephen
-
2004
Persistent link: https://www.econbiz.de/10002474731
Saved in:
23
Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.
;
Low, Chin Nam
;
Snyder, Ralph D.
-
2004
Persistent link: https://www.econbiz.de/10002474772
Saved in:
24
Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005559
Saved in:
25
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005584
Saved in:
26
Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005599
Saved in:
27
Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005618
Saved in:
28
Market architecture and nonlinear dynamics of Australian stock and future indices
Anderson, Heather M.
;
Vahid, Farshid
-
2001
Persistent link: https://www.econbiz.de/10001586610
Saved in:
29
Valid Bayesian estimation of the cointegrating error correction model
Strachan, Rodney W.
-
2000
Persistent link: https://www.econbiz.de/10001506969
Saved in:
30
Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.
;
Inder, Brett A.
-
1999
Persistent link: https://www.econbiz.de/10001440564
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->