//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chiarella, Carl"
~person:"Phillips, Peter C. B."
~subject:"Cointegration"
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
Standardization in information...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Theorie
581
Theory
578
Time series analysis
127
Zeitreihenanalyse
127
Stochastischer Prozess
89
Stochastic process
86
Estimation theory
58
Schätztheorie
58
Einheitswurzeltest
57
Unit root test
57
Regression analysis
49
Regressionsanalyse
49
Volatility
40
Volatilität
40
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Estimation
33
Schätzung
33
CAPM
31
Autocorrelation
29
Autokorrelation
29
Keynesian economics
29
Keynesianismus
29
Panel
29
Panel study
29
Ökonometrie
29
Econometrics
28
Kointegration
28
Yield curve
28
Zinsstruktur
28
Börsenkurs
27
Share price
27
Option pricing theory
23
Optionspreistheorie
23
Method of moments
22
Momentenmethode
22
Monetary growth model
22
Monetäre Wachstumstheorie
22
Statistical test
22
more ...
less ...
Online availability
All
Free
12
Undetermined
3
Type of publication
All
Article
17
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
29
Author
All
Chiarella, Carl
Phillips, Peter C. B.
Lütkepohl, Helmut
64
Saikkonen, Pentti
39
Gil-Alaña, Luis A.
38
Nielsen, Morten Ørregaard
37
Johansen, Søren
34
Pesaran, M. Hashem
30
Trenkler, Carsten
28
Banerjee, Anindya
27
Wagner, Martin
26
Jusélius, Katarina
23
Caporale, Guglielmo Maria
22
Hassler, Uwe
22
Breitung, Jörg
20
Robinson, Peter M.
18
Urbain, Jean-Pierre
18
Kapetanios, George
17
Haldrup, Niels
16
Marcellino, Massimiliano
16
Rahbek, Anders
16
Strachan, Rodney W.
16
Hecq, Alain W. J.
15
Warne, Anders
15
Westerlund, Joakim
15
Hall, Stephen G.
14
Hendry, David F.
13
Jansson, Michael
13
Shin, Yongcheol
13
Palm, Franz C.
12
Sibbertsen, Philipp
12
Sul, Donggyu
12
Dijk, Herman K. van
11
Engsted, Tom
11
Escribano, Álvaro
11
Granger, C. W. J.
11
Johansen, Soren
11
Löf, Mårten
11
Mark, Nelson C.
11
Paap, Richard
11
Sentana, Enrique
11
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
8
Econometric theory
5
Cowles Foundation Discussion Paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of econometrics
4
Econometric reviews
2
Econometrics : open access journal
1
Journal of quantitative economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for cointegration using principal component methods
Phillips, Peter C. B.
;
Ouliaris, Sam
-
1987
Persistent link: https://www.econbiz.de/10000740642
Saved in:
2
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
5
,
pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853
Saved in:
3
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:
4
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
5
Vector autoregressions and causality
Toda, Hiro Y.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
6
,
pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
Saved in:
6
Optimal inference in cointegrated systems
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 283-306
Persistent link: https://www.econbiz.de/10001101896
Saved in:
7
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
8
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
Saved in:
9
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
10
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795694
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->