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Cointegration and Asymmetric A...
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Cointegration
179
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179
Theorie
78
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78
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77
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76
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Phillips, Peter C. B.
13
Johansen, Søren
7
Boswijk, Herman Peter
6
Nielsen, Morten Ørregaard
6
Paruolo, Paolo
6
Robinson, Peter M.
6
Gao, Jiti
5
Lütkepohl, Helmut
5
Rahbek, Anders
5
Tu, Yundong
5
Xiao, Zhijie
5
Saikkonen, Pentti
4
Taylor, Robert
4
Wagner, Martin
4
Cavaliere, Giuseppe
3
Corradi, Valentina
3
Dijk, Dick van
3
Franses, Philip Hans
3
Harris, David
3
Hualde, Javier
3
Jong, Robert M. de
3
Kleibergen, Frank
3
Park, Joon Y.
3
Swanson, Norman R.
3
Urga, Giovanni
3
Wang, Qiying
3
Bai, Jushan
2
Baltagi, Badi H.
2
Breitung, Jörg
2
Chambers, Marcus J.
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Chang, Yoosoon
2
Choi, In
2
Christensen, Bent Jesper
2
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2
Gómez Biscarri, Javier
2
Hassler, Uwe
2
Hecq, Alain W. J.
2
Herwartz, Helmut
2
Hsiao, Cheng
2
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Journal of econometrics
MPRA Paper
697
International Journal of Energy Economics and Policy : IJEEP
409
Business strategy and the environment
408
SpringerLink / Bücher
390
Applied economics
369
International journal of production economics
292
Econometrics
279
Economic modelling
269
Springer eBook Collection
265
Economics Bulletin
263
Corporate social responsibility and environmental management
259
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257
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248
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
239
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237
Technological forecasting & social change : an international journal
237
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202
Journal of business ethics : JOBE
193
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179
Applied economics letters
177
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176
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174
International Journal of Sustainable Development
160
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158
International journal of economics and finance
158
CESifo working papers
152
The empirical economics letters : a monthly international journal of economics
142
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139
IMF Working Papers
139
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126
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121
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116
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112
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110
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107
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98
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ECONIS (ZBW)
180
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1
Estimation and inference of change points in high-dimensional factor models
Bai, Jushan
;
Han, Xu
;
Shi, Yutang
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
Saved in:
2
Inference on one-way effect and evidence in Japanese macroeconomic data
Yao, Feng
;
Hosoya, Yuzo
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001497780
Saved in:
3
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:
4
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:
5
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:
6
Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
Saved in:
7
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina
;
Swanson, Norman R.
;
White, Halbert
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
Saved in:
8
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:
9
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:
10
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
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