Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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
Problems related to over-ident...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
Theorie
433
Theory
430
VAR-Modell
196
VAR model
192
Zeitreihenanalyse
172
Time series analysis
165
Estimation theory
136
Schätztheorie
136
Kointegration
109
Schock
87
Shock
85
Schätzung
77
Estimation
75
USA
73
United States
70
Heteroscedasticity
63
Heteroskedastizität
63
Geldpolitik
62
Monetary policy
61
Prognoseverfahren
52
Deutschland
47
Forecasting model
47
Germany
46
EU-Staaten
45
vector autoregressive process
44
EU countries
43
Structural vector autoregression
39
Volatilität
35
Einheitswurzeltest
34
Unit root test
34
Volatility
34
heteroskedasticity
34
conditional heteroskedasticity
32
ARCH model
31
ARCH-Modell
31
Bootstrap approach
31
Bootstrap-Verfahren
31
Markov chain
30
Markov-Kette
30
more ...
less ...
Online availability
All
Free
44
Undetermined
5
Type of publication
All
Book / Working Paper
87
Article
35
Type of publication (narrower categories)
All
Working Paper
60
Arbeitspapier
56
Graue Literatur
54
Non-commercial literature
54
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
5
Book section
5
Konferenzschrift
3
Lehrbuch
3
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
2
Textbook
2
Übersichtsarbeit
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
113
Undetermined
8
German
1
Author
All
Lütkepohl, Helmut
97
Saikkonen, Pentti
33
Trenkler, Carsten
19
Wolters, Jürgen
11
Brüggemann, Ralf
9
Lanne, Markku
9
Luetkepohl, Helmut
7
Banerjee, Anindya
6
Velinov, Anton
4
Bartel, Holger
3
Krätzig, Markus
3
Maciejowska, Katarzyna
3
Russell, Bill
3
Candelon, Bertrand
2
Demetrescu, Matei
2
Herwartz, Helmut
2
LUETKEPOHL, Helmut
2
Mizen, Paul
2
Netšunajev, Aleksei
2
Rodrigues, Paulo M. M.
2
Teräsvirta, Timo
2
Vostroknutova, Ekaterina
2
BRUEGGEMANN, Ralf
1
Bauer, Dietmar
1
Brueggemann, Ralf
1
Bruns, Martin
1
Brüggermann, Ralf
1
Carrion i Silvestre, Josep Lluís
1
Chang, Tong-gu
1
Ermini, Luigi
1
Hubrich, Kirsten
1
Hubrich, Kirstin
1
Johansen, Søren
1
LÜTKEPOHL, HELMUT
1
Marcellino, Massimiliano
1
Paesani, Paolo
1
Pedersen, Michael
1
Proietti, Tommaso
1
Reimers, Hans-Eggert
1
SAIKKONEN, PENTTI
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Department of Economics, European University Institute
8
European University Institute / Department of Law
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Ekonomiska forskningsinstitutet <Stockholm>
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
more ...
less ...
Published in...
All
EUI working paper
27
Discussion papers of interdisciplinary research project 373
12
Economics Working Papers / Department of Economics, European University Institute
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Econometric theory
5
Journal of econometrics
5
CESifo working papers
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
SFB 649 discussion paper
3
The econometrics journal
3
Themes in modern econometrics
3
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
SFB 373 Discussion Paper
2
SFB 373 Discussion Papers
2
A companion to economic forecasting
1
AStA Advances in Statistical Analysis
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied economics quarterly
1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
CESifo Working Paper
1
CESifo Working Paper Series
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
EUI working paper / ECO
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Econometrics Journal
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Macroeconomic dynamics
1
Modern econometric analysis : surveys on recent developments ; with 11 tables
1
New directions in macromodelling
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Oxford bulletin of economics and statistics
1
SFB 649 Discussion Paper
1
SFB 649 Discussion Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
105
RePEc
13
EconStor
4
Showing
1
-
10
of
122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Saved in:
2
Recent advances in cointegration analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
Saved in:
3
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Saved in:
4
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
5
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
6
Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
Saved in:
7
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
Saved in:
8
A small monetary system for the euro area based on German data
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233737
Saved in:
9
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
10
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
