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~isPartOf:"Journal of econometrics"
~subject:"Cointegration"
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Cointegration
Estimation theory
1,638
Schätztheorie
1,638
Theorie
1,607
Theory
1,607
Zeitreihenanalyse
599
Time series analysis
597
Nichtparametrisches Verfahren
479
Nonparametric statistics
479
Estimation
394
Schätzung
389
Regression analysis
385
Regressionsanalyse
385
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277
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277
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264
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254
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254
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211
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185
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182
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181
Statistical distribution
151
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151
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150
Bayesian inference
150
Bootstrap approach
139
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139
Kointegration
136
USA
127
United States
127
Induktive Statistik
124
Statistical inference
124
Autocorrelation
118
Autokorrelation
118
Ökonometrie
115
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113
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136
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1
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137
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137
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1
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1
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137
Author
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Phillips, Peter C. B.
10
Robinson, Peter M.
6
Johansen, Søren
5
Lütkepohl, Helmut
5
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Saikkonen, Pentti
4
Wagner, Martin
4
Xiao, Zhijie
4
Boswijk, Herman Peter
3
Corradi, Valentina
3
Gao, Jiti
3
Hualde, Javier
3
Jong, Robert M. de
3
Paruolo, Paolo
3
Swanson, Norman R.
3
Tu, Yundong
3
Wang, Qiying
3
Breitung, Jörg
2
Chambers, Marcus J.
2
Choi, In
2
Christensen, Bent Jesper
2
Harris, David
2
Hassler, Uwe
2
Herwartz, Helmut
2
Hualde, J.
2
Jansson, Michael
2
Khalaf, Lynda
2
Kleibergen, Frank
2
Kongsted, Hans Christian
2
Lee, Ji Hyung
2
Leybourne, Stephen James
2
Li, Degui
2
Paap, Richard
2
Park, Joon Y.
2
Sadoon, Majid M. al-
2
Seo, Byeongseon
2
Shimotsu, Katsumi
2
Shin, Yongcheol
2
Swensen, Anders Rygh
2
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Journal of econometrics
Applied economics
81
Economic modelling
81
Economics letters
75
Econometric theory
61
Applied economics letters
57
Econometric reviews
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
International journal of economics and financial issues : IJEFI
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Discussion paper / Tinbergen Institute
34
Discussion papers of interdisciplinary research project 373
32
EUI working paper / ECO
32
Oxford bulletin of economics and statistics
31
The econometrics journal
31
International journal of economics and finance
29
International journal of forecasting
29
CREATES research paper
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
CESifo working papers
26
Econometrics : open access journal
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Energy economics
24
The empirical economics letters : a monthly international journal of economics
24
Cowles Foundation discussion paper
23
Journal of international money and finance
23
Discussion papers / Department of Economics, University of Copenhagen
22
Journal of applied econometrics
22
Working paper
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of banking & finance
20
International Journal of Energy Economics and Policy : IJEEP
19
Journal of forecasting
19
Discussion paper / Department of Economics, University of California San Diego
18
International review of economics & finance : IREF
18
Discussion paper / Centre for Economic Forecasting
17
Journal of macroeconomics
17
Queen's Economics Department working paper
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Journal of economic dynamics & control
16
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ECONIS (ZBW)
137
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1
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
2
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
3
When bias contributes to variance : true limit
theory
in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
4
Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
Chambers, Marcus J.
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 140-160
Persistent link: https://www.econbiz.de/10012482742
Saved in:
5
A multicointegration model of global climate change
Bruns, Stephan B.
;
Csereklyei, Zsuzsanna
;
Stern, David I.
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 175-197
Persistent link: https://www.econbiz.de/10012438317
Saved in:
6
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
7
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
8
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
9
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
10
Portmanteau-type tests for unit-root and cointegration
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012116354
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