//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric theory"
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
Cointegrated Commodity Pricing...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
760
Schätztheorie
760
Theorie
461
Theory
461
Time series analysis
344
Zeitreihenanalyse
344
Nichtparametrisches Verfahren
147
Nonparametric statistics
147
Regression analysis
125
Regressionsanalyse
125
Cointegration
78
Kointegration
78
Statistical test
70
Statistischer Test
70
Estimation
59
Schätzung
59
Einheitswurzeltest
56
Unit root test
56
ARCH model
52
ARCH-Modell
52
Autocorrelation
39
Autokorrelation
39
Induktive Statistik
39
Statistical inference
39
Stochastic process
39
Stochastischer Prozess
39
Panel
37
Panel study
37
Statistical theory
36
Statistische Methodenlehre
36
Statistical distribution
34
Statistische Verteilung
34
Volatility
29
Volatilität
29
Heteroscedasticity
28
Heteroskedastizität
28
VAR model
28
VAR-Modell
28
Bootstrap approach
27
Bootstrap-Verfahren
27
more ...
less ...
Online availability
All
Undetermined
197
Free
25
Type of publication
All
Article
971
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
973
Aufsatz in Zeitschrift
973
Conference paper
8
Konferenzbeitrag
8
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
4
Conference proceedings
3
Interview
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
974
Author
All
Phillips, Peter C. B.
39
Linton, Oliver
24
Saikkonen, Pentti
17
Taylor, Robert
17
Wang, Qiying
14
Lee, Lung-fei
12
Li, Qi
11
Lütkepohl, Helmut
11
Cavaliere, Giuseppe
10
Jong, Robert M. de
10
Leybourne, Stephen James
10
Su, Liangjun
10
Gao, Jiti
9
Horváth, Lajos
9
Jansson, Michael
9
Johansen, Søren
9
Pötscher, Benedikt M.
9
White, Halbert
9
Chambers, Marcus J.
8
Chen, Songnian
8
Francq, Christian
8
Hahn, Jinyong
8
Harris, David
8
Otsu, Taisuke
8
Park, Joon Y.
8
Perron, Pierre
8
Robinson, Peter M.
8
Xiao, Zhijie
8
Andrews, Donald W. K.
7
Bierens, Herman J.
7
Chan, Ngai Hang
7
Florens, Jean-Pierre
7
Hansen, Bruce E.
7
Hidalgo, Javier
7
Knight, John L.
7
Newey, Whitney K.
7
Wooldridge, Jeffrey M.
7
Zakoïan, Jean-Michel
7
Cai, Zongwu
6
Chen, Xiaohong
6
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics
1
Published in...
All
Econometric theory
Journal of econometrics
2,349
Energies
1,574
Economics letters
1,491
MPRA Paper
1,308
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
967
Applied economics
848
Discussion paper / Tinbergen Institute
698
International journal of forecasting
687
Econometric reviews
664
Economic modelling
611
Working paper
596
NBER working paper series
583
NBER Working Paper
571
ECB Working Paper
566
Working Paper
565
Applied economics letters
559
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
538
Energy economics
533
CESifo working papers
529
Journal of forecasting
475
CESifo Working Paper
462
CEMMAP working papers / Centre for Microdata Methods and Practice
435
Journal of applied econometrics
403
Working paper / National Bureau of Economic Research, Inc.
398
International Journal of Energy Economics and Policy : IJEEP
389
Journal of the American Statistical Association : JASA
388
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
382
The econometrics journal
370
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
361
CESifo Working Paper Series
347
Tinbergen Institute Discussion Paper
346
Working paper / Department of Econometrics and Business Statistics, Monash University
339
Discussion paper
325
Oxford bulletin of economics and statistics
322
Cowles Foundation discussion paper
310
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
307
Discussion paper series / IZA
301
European journal of operational research : EJOR
291
Working paper series / European Central Bank
288
more ...
less ...
Source
All
ECONIS (ZBW)
974
Showing
1
-
10
of
974
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of cointregrating vectors with time series measured at different periodicity
Pons Rotger, Gabriel
;
Sansó, Andreu
- In:
Econometric theory
21
(
2005
)
4
,
pp. 735-756
Persistent link: https://www.econbiz.de/10003004715
Saved in:
2
A note on testing restrictions for the
cointegration
parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Saved in:
3
Cointegration
and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
4
Testing the null of no
cointegration
when covariates are known to have a unit root
Elliott, Graham
;
Pesavento, Elena
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
Saved in:
5
Mixed normal inference on multicointegration
Boswijk, Herman Peter
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1565-1576
Persistent link: https://www.econbiz.de/10008662656
Saved in:
6
Fully modified estimation of seasonally cointegrated processes
Grégoir, Stéphane
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1491-1528
Persistent link: https://www.econbiz.de/10008662659
Saved in:
7
Unit root and
cointegration
testing : guest editors' introduction
Lütkepohl, Helmut
;
Rodrigues, Paulo M. M.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
Saved in:
8
Unit root and
cointegration
testing : conference program
In:
Econometric theory
24
(
2008
)
1
,
pp. 7-14
Persistent link: https://www.econbiz.de/10003893876
Saved in:
9
Cointegration
for periodically integrated processes
Barrio Castro, Tomás del
;
Osborn, Denise R.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 109-142
Persistent link: https://www.econbiz.de/10003894119
Saved in:
10
Distribution-free tests of fractional
cointegration
Hualde, Javier
;
Velasco, Carlos
- In:
Econometric theory
24
(
2008
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->