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~subject:"Cointegration"
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Cointegration
Estimation theory
39
Schätztheorie
39
Zeitreihenanalyse
33
Time series analysis
31
Theorie
24
Theory
24
ARMA model
13
ARMA-Modell
13
Bootstrap approach
11
Bootstrap-Verfahren
11
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10
Nonparametric statistics
10
Kointegration
9
Bias
7
Estimation
7
Schätzung
7
Forecasting model
6
IV-Schätzung
6
Induktive Statistik
6
Instrumental variables
6
Prognoseverfahren
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Sampling
6
Statistical distribution
6
Statistical inference
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Statistische Verteilung
6
Stichprobenerhebung
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Systematischer Fehler
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Causality analysis
5
Kausalanalyse
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
VAR model
5
VAR-Modell
5
ARFIMA
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
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4
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4
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English
9
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Poskitt, Donald Stephen
9
Athanasopoulos, George
3
Vahid, Farshid
3
Yao, Wenying
3
Harris, David
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
2
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Econometric theory
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics journal
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ECONIS (ZBW)
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1
Strongly consistent determination of cointegrating rank via canonical correlations
Poskitt, Donald Stephen
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 77-90
Persistent link: https://www.econbiz.de/10001441609
Saved in:
2
On the specification of cointegrated autoregressive moving-average forecasting systems
Poskitt, Donald Stephen
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 503-519
Persistent link: https://www.econbiz.de/10001793035
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3
Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen
-
2009
Persistent link: https://www.econbiz.de/10008661976
Saved in:
4
On the identification and estimation of nonstationary and cointegrated ARMAX systems
Poskitt, Donald Stephen
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1138-1175
Persistent link: https://www.econbiz.de/10003396958
Saved in:
5
Determination of cointegrating rank in partially non-stationary processes vis a generalised von-Neumann criterion
Harris, David
;
Poskitt, Donald Stephen
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 191-217
Persistent link: https://www.econbiz.de/10002122071
Saved in:
6
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
7
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
8
Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
Saved in:
9
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
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