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Cointegration
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Johansen, Søren
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CREATES research paper
Journal of economic dynamics & control
Journal of econometrics
48
NBER working paper series
41
Discussion paper / Centre for Economic Policy Research
38
Econometric reviews
38
Working paper / National Bureau of Economic Research, Inc.
37
Discussion paper / Tinbergen Institute
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33
Economics letters
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28
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28
Working paper
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23
Cowles Foundation discussion paper
23
International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbooks in economics
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The review of financial studies
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Discussion paper / Center for Economic Research, Tilburg University
19
Econometric Institute research papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic modelling
17
Insurance / Mathematics & economics
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European journal of operational research : EJOR
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Games and economic behavior
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The American economic review
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Applied economics
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Cowles Foundation Discussion Paper
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Econometrics : open access journal
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Journal of financial economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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European economic review : EER
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Working papers / Penn Institute for Economic Research
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Journal of the American Statistical Association : JASA
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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1
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
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
-
2014
Persistent link: https://www.econbiz.de/10010418991
Saved in:
3
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
4
A method for agent-based models validation
Guerini, Mattia
;
Moneta, Alessio
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 125-141
Persistent link: https://www.econbiz.de/10011915555
Saved in:
5
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
6
Robust monetary policy with misspecified models : does model uncertainty always call for attenuated policy?
Tetlow, Robert
;
Von zur Mühlen, Peter
- In:
Journal of economic dynamics & control
25
(
2001
)
6/7
,
pp. 911-949
Persistent link: https://www.econbiz.de/10001571999
Saved in:
7
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
8
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
Saved in:
9
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
10
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
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