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~isPartOf:"Journal of econometrics"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
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Cointegration
Prognoseverfahren
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Swanson, Norman R.
8
Lütkepohl, Helmut
6
Patton, Andrew J.
6
Corradi, Valentina
5
Koop, Gary
5
Phillips, Peter C. B.
5
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3
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3
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3
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3
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3
Pettenuzzo, Davide
3
Rahbek, Anders
3
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3
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3
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2
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2
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Gonzalo, Jesús
2
Granger, C. W. J.
2
Hansen, Peter Reinhard
2
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2
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Journal of econometrics
International journal of forecasting
680
Journal of forecasting
435
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Economics letters
132
Economic modelling
125
Applied economics
122
European journal of operational research : EJOR
111
Applied economics letters
93
Energy economics
91
Computational economics
89
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Journal of applied econometrics
80
Econometric reviews
77
Journal of empirical finance
76
Technological forecasting & social change : an international journal
75
Finance research letters
68
Journal of banking & finance
68
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65
Journal of economic dynamics & control
64
Risks : open access journal
64
Journal of international money and finance
55
International journal of production economics
52
Econometric theory
51
Insurance / Mathematics & economics
51
International review of financial analysis
50
Quantitative finance
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
The European journal of finance
49
The North American journal of economics and finance : a journal of financial economics studies
48
International review of economics & finance : IREF
45
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Oxford bulletin of economics and statistics
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
How well do structural demand models work? : counterfactual predictions in school choice
Pathak, Parag A.
;
Shi, Peng
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 161-195
Persistent link: https://www.econbiz.de/10012619395
Saved in:
2
I(0) In, integration and cointegration out : time series properties of endogenous growth models
Lau, Sau-Him Paul
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001406635
Saved in:
3
Testing exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10001406640
Saved in:
4
Weak exogeneity in I(2) VAR systems
Paruolo, Paolo
;
Rahbek, Anders
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 281-308
Persistent link: https://www.econbiz.de/10001406658
Saved in:
5
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
Saved in:
6
Tests of cointegrating rank with a trend-break
Inoue, Atsushi
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
Saved in:
7
Trend stationarity in the I(2) cointegration model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, …
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
Saved in:
8
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.
- In:
Journal of econometrics
42
(
1989
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
Saved in:
9
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
10
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
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