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~subject:"Kointegration"
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Random Walk or Chaos: A Formal...
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Kointegration
Theorie
117
Theory
115
Schätztheorie
70
Estimation theory
69
Stochastischer Prozess
52
Stochastic process
49
Nichtparametrisches Verfahren
45
Nonparametric statistics
43
Regression analysis
43
Regressionsanalyse
43
Time series analysis
41
Zeitreihenanalyse
41
Statistischer Test
38
Estimation
37
Schätzung
37
Bootstrap-Verfahren
35
Statistical test
35
Bootstrap approach
32
Statistische Verteilung
23
Statistical distribution
21
Präferenztheorie
17
Theory of preferences
15
Bootstrap
14
Maximum likelihood estimation
14
Cointegration
13
Forecasting model
13
Maximum-Likelihood-Schätzung
13
Prognoseverfahren
13
Einheitswurzeltest
12
Einkommensverteilung
12
Energiekonsum
12
Energy consumption
12
Nichtlineare Regression
12
Nonlinear regression
12
Panel
12
Unit root test
12
Volatility
12
Volatilität
12
Welt
12
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2
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9
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3
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9
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9
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2
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2
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2
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2
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English
12
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Park, Joon Y.
12
Chang, Yoosoon
3
Kim, Chang Sik
3
Miller, J. Isaac
2
Park, Sungkeun
2
Hahn, Sang B.
1
Jiang, Bibo
1
Jo, Sunghan
1
Kim, Changsik
1
Kim, In-Moo
1
Kim, Yun-yeong
1
Lu, Ye
1
Shin, Kwanho
1
Song, Kyungchul
1
Whang, Yoon-jae
1
Ōgaki, Masao
1
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Journal of econometrics
3
Journal of economic theory and econometrics : journal of The Korean Econometric Society
2
Econometric reviews
1
Econometric theory
1
Economic papers
1
Energy economics
1
Rochester Center for Economic Research working paper
1
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ECONIS (ZBW)
12
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1
A semiparametric cointegrating regression : investigating the effects of age distributions on consumption and saving
Park, Joon Y.
;
Shin, Kwanho
;
Whang, Yoon-jae
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 165-178
Persistent link: https://www.econbiz.de/10008661721
Saved in:
2
Cointegrating regressions with time varying coefficients
Park, Joon Y.
;
Hahn, Sang B.
- In:
Econometric theory
15
(
1999
)
5
,
pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
Saved in:
3
Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000814457
Saved in:
4
On the comparison of OLS and GLS in cointegration regressions
Jo, Sunghan
;
Park, Joon Y.
- In:
Journal of economic theory and econometrics : journal …
3
(
1997
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001560608
Saved in:
5
Efficient estimation of models with unknown mixtures of stationary and integrated time series
Kim, Changsik
;
Park, Joon Y.
- In:
Journal of economic theory and econometrics : journal …
4
(
1998
)
2
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001562238
Saved in:
6
Time-varying long-run income and output elasticities of electricity demand
Chang, Yoosoon
;
Kim, Chang Sik
;
Miller, J. Isaac
;
Park, …
-
2014
Persistent link: https://www.econbiz.de/10010403049
Saved in:
7
Bootstrapping cointegrating regressions
Chang, Yoosoon
;
Park, Joon Y.
;
Song, Kyungchul
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 703-739
Persistent link: https://www.econbiz.de/10003359625
Saved in:
8
Testing purchasing power parity in transformed ECM with nonstationary disequilibrium error
Kim, Yun-yeong
;
Park, Joon Y.
- In:
Economic papers
11
(
2008
)
2
,
pp. 75-95
Persistent link: https://www.econbiz.de/10003796527
Saved in:
9
Time-varying long-run income and output elasticities of electricity demand with an application to Korea
Chang, Yoosoon
;
Kim, Chang Sik
;
Miller, J. Isaac
;
Park, …
- In:
Energy economics
46
(
2014
),
pp. 334-347
Persistent link: https://www.econbiz.de/10011298575
Saved in:
10
Cointegrating regressions with time heterogeneity
Kim, Chang Sik
;
Park, Joon Y.
- In:
Econometric reviews
29
(
2010
)
4
,
pp. 397-438
Persistent link: https://www.econbiz.de/10003978820
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