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~subject:"Kointegration"
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Kointegration
Theorie
105
Theory
102
Zeitreihenanalyse
102
Time series analysis
100
Cointegration
83
Schätztheorie
76
Estimation theory
75
VAR model
55
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likelihood inference
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cointegration
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fractional integration
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vector autoregressive model
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Johansen, Søren
79
Nielsen, Morten Ørregaard
13
Jusélius, Katarina
12
Swensen, Anders Rygh
7
Gatarek, Lukasz
6
Hoover, Kevin D.
3
Schmith, Torben
3
Thejll, Peter
3
Frydman, Roman
2
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2
Mosconi, Rocco
2
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2
Nyboe Tabor, Morten
2
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2
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1
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1
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1
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1
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19
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14
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8
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7
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4
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3
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3
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2
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ECONIS (ZBW)
79
EconStor
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First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
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2
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
- In:
Econometric theory
16
(
2000
)
5
,
pp. 740-778
Persistent link: https://www.econbiz.de/10001533173
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3
Modelling of cointegration in the vector autoregressive model
Johansen, Søren
- In:
Economic modelling
17
(
2000
)
3
,
pp. 359-373
Persistent link: https://www.econbiz.de/10001496609
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4
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389411
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5
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389415
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6
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren
-
2001
Persistent link: https://www.econbiz.de/10001582517
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7
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 195-221
Persistent link: https://www.econbiz.de/10001715741
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8
Interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Johansen, Søren
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
1
,
pp. 93-104
Persistent link: https://www.econbiz.de/10002569944
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9
A small sample correction of the test for cointegrating rank in the vector autoregressive model
Johansen, Søren
-
2000
Persistent link: https://www.econbiz.de/10001541067
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10
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663021
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