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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
50
Schätztheorie
50
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45
Time series analysis
45
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43
Cointegration
36
Regression analysis
33
Regressionsanalyse
33
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22
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20
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20
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13
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13
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Geldnachfrage
8
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iteration
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English
45
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Nielsen, Bent
41
Johansen, Søren
19
Berenguer-Rico, Vanessa
8
Bohn Nielsen, Heino
3
Doornik, Jurgen A.
3
Johansen, Soren
3
Hendry, David F.
2
Kurita, Takamitsu
2
Nielsen, Jens Perch
2
Wilms, Ines
2
Abadir, Karim Maher
1
Carrion i Silvestre, Josep Lluís
1
Engsted, Tom
1
Gonzalo, Jesús
1
Hadri, Kaddour
1
Hansen, Lars Hougaard
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Kuang, Di
1
Mosconi, Rocco
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Rothenberg, Thomas J.
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Sohkanen, Jouni
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6
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Econometrics : open access journal
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Department of Economics discussion paper series / University of Oxford
2
Econometric theory
2
The econometrics journal
2
CREATES Research Paper 2008-9
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
Journal of econometrics
1
Journal of economic surveys
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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ECONIS (ZBW)
45
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The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012177516
Saved in:
2
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
3
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
4
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492557
Saved in:
5
Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807452
Saved in:
6
Inference in cointegration models : UK M1 revisited
Doornik, Jurgen A.
;
Hendry, David F.
;
Nielsen, Bent
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 533-572
Persistent link: https://www.econbiz.de/10001400862
Saved in:
7
Cointegration analysis in the presence of structural breaks in the deterministic trend
Johansen, Søren
;
Mosconi, Rocco
;
Nielsen, Bent
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 216-249
Persistent link: https://www.econbiz.de/10001546189
Saved in:
8
Inference in cointegrating models : UK M1 revisited
Doornik, Jurgen A.
;
Hendry, David F.
;
Nielsen, Bent
- In:
Practical issues in cointegration analysis
,
(pp. 117-156)
.
1999
Persistent link: https://www.econbiz.de/10001550932
Saved in:
9
Correlograms for non-stationary autoregressions
Nielsen, Bent
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752410
Saved in:
10
The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.
;
Nielsen, Bent
;
Rothenberg, Thomas J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
Saved in:
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