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~subject:"Zeitreihenanalyse"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
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Zeitreihenanalyse
Theorie
44
Theory
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Cointegration
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Monte Carlo simulation
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Ørregaard Nielsen, Morten
2
Pons Rotger, Gabriel
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Aarhus Universitet / Afdeling for Nationaløkonomi
National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Law
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Australien / Bureau of Statistics
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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Econometric Society
2
Eric Cuvillier <Firma>
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Semiparametric estimation in time series regression with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712292
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2
Multivariate lagrange multiplier tests for fractional integration
Ørregaard Nielsen, Morten
(
contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712293
Saved in:
3
Testing for seasonal unit roots with temporally aggregated time series
Pons Rotger, Gabriel
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790869
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