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Memo / Økonomisk Institut, Aarhus Universitet
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Regression theory for nearly cointegrated time series
Jansson, Michael
;
Haldrup, Niels
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1309-1335
Persistent link: https://www.econbiz.de/10001716904
Saved in:
2
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
Fanelli, Luca
;
Baillie, R.T.
;
Bekaert, G.
;
Hodrick, R.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1254
Persistent link: https://www.econbiz.de/10007869208
Saved in:
3
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
Franchi, Massimo
;
Archontakis, F.
;
Bauer, D.
;
Wagner, M.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 546-554
Persistent link: https://www.econbiz.de/10007718224
Saved in:
4
THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
Nielsen, Heino Bohn
;
Rahbek, Anders
;
Bacchiocchi, E.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 615-637
Persistent link: https://www.econbiz.de/10007732418
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5
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES
Jansson, Michael
;
Haldrup, Niels
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1309-1335
Persistent link: https://www.econbiz.de/10006972305
Saved in:
6
[Rezension] Campbell, John Y., ..., The econometrics of financial markets : Princeton Univ. Press, 1997
Andersen, Torben
- In:
Econometric theory
14
(
1998
)
5
,
pp. 671-685
Persistent link: https://www.econbiz.de/10001381153
Saved in:
7
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
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8
Inference for option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
35
(
2019
)
5
,
pp. 901-942
Persistent link: https://www.econbiz.de/10012146164
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9
Spatial dependence in option observation errors
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
37
(
2021
)
2
,
pp. 205-247
Persistent link: https://www.econbiz.de/10012505388
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10
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
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