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~subject:"Cointegration"
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Cointegration
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Pitarakis, Jean-Yves
9
Gonzalo, Jesús
8
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3
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1
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ECONIS (ZBW)
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Threshold effects in cointegrating relationships
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 813-833
Persistent link: https://www.econbiz.de/10003393551
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2
Threshold effects in cointegrating relationships
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2005
Persistent link: https://www.econbiz.de/10003229469
Saved in:
3
Detecting sparse cointegration
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2024
Persistent link: https://www.econbiz.de/10015395838
Saved in:
4
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
5
Threshold effects in multivariate error correction models
Pitarakis, Jean-Yves
-
2005
Persistent link: https://www.econbiz.de/10002578618
Saved in:
6
Functional cointegration : definition and nonparametric estimation
Pitarakis, Jean-Yves
;
Banerjee, Anurag Narayan
-
2012
Persistent link: https://www.econbiz.de/10009672420
Saved in:
7
Piecewise local linear estimation of functional equilibrium relationships
Banerjee, Anurag Narayan
;
Pitarakis, Jean-Yves
-
2011
Persistent link: https://www.econbiz.de/10009672758
Saved in:
8
Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan
;
Pitarakis, Jean-Yves
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
Saved in:
9
Testing for multicointegration
Engsted, Tom
;
Gonzalo, Jesús
;
Haldrup, Niels
-
1997
Persistent link: https://www.econbiz.de/10000956058
Saved in:
10
Cointegration and aggregation
Gonzalo, Jesús
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000854078
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