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~isPartOf:"Journal of econometrics"
~subject:"Cointegration"
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Cointegration
Zeitreihenanalyse
675
Time series analysis
672
Theorie
346
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346
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314
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314
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125
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Phillips, Peter C. B.
4
Chambers, Marcus J.
2
Gao, Jiti
2
Hualde, Javier
2
Johansen, Søren
2
Kongsted, Hans Christian
2
Paruolo, Paolo
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Rahbek, Anders
2
Robinson, Peter M.
2
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2
Varneskov, Rasmus Tangsgaard
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Velasco, Carlos
2
Wang, Qiying
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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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of econometrics
Economic modelling
71
MPRA Paper
66
Applied economics
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
CESifo working papers
41
Applied economics letters
40
Energy economics
40
International Journal of Energy Economics and Policy : IJEEP
33
Economics letters
32
The empirical economics letters : a monthly international journal of economics
27
Discussion papers / Deutsches Institut für Wirtschaftsforschung
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometric theory
24
Working paper series / European Central Bank
24
Econometric reviews
23
International journal of economics and financial issues : IJEFI
23
Discussion papers of interdisciplinary research project 373
21
CBN journal of applied statistics
20
Econometrics : open access journal
20
International journal of forecasting
20
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20
Cogent economics & finance
19
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CREATES research paper
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Economies : open access journal
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Journal of banking & finance
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Business and Economic Research : BER
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International journal of economics and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Modern economy
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Journal of international financial markets, institutions & money
13
Journal of international money and finance
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SFB 649 discussion paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo Working Paper Series
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1
Testing for two-regime threshold cointegration in vector error-correction models
Hansen, Bruce E.
;
Seo, Byeongseon
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10001703515
Saved in:
2
Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 170-187
Persistent link: https://www.econbiz.de/10003966977
Saved in:
3
Trend stationarity in the I(2) cointegration model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, …
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
Saved in:
4
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
Saved in:
5
Forecasting cointegrated nonstationary time series with time-varying variance
Tu, Yundong
;
Yi, Yanping
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10011743781
Saved in:
6
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
7
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
8
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
9
A residual-based ADF test for stationary cointegration in I (2) settings
Gomez-Biscarri, Javier
;
Hualde, Javier
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 280-294
Persistent link: https://www.econbiz.de/10011339328
Saved in:
10
Nonlinear regressions with nonstationary time series
Chan, Nigel
;
Wang, Qiying
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 182-195
Persistent link: https://www.econbiz.de/10011339876
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