32
H index
45
i10 index
25341
Citations
Københavns Universitet (85% share) | 32 H index 45 i10 index 25341 Citations RESEARCH PRODUCTION: 55 Articles 123 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Soren Johansen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 14 |
Econometric Theory | 9 |
Econometrics | 5 |
Econometrica | 3 |
Scandinavian Journal of Statistics | 3 |
Econometrics Journal | 3 |
Oxford Bulletin of Economics and Statistics | 3 |
Journal of Time Series Analysis | 3 |
Computational Statistics | 2 |
Year | Title of citing document | |
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2021 | Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15. Full description at Econpapers || Download paper | |
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
2022 | Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07. Full description at Econpapers || Download paper | |
2021 | Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Oluwabunmi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/013. Full description at Econpapers || Download paper | |
2021 | Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/059. Full description at Econpapers || Download paper | |
2021 | The causality relationship between energy prices and developed countries indices. (2021). Soylemez, Yakup. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:2:p:24-40. Full description at Econpapers || Download paper | |
2021 | Investment triggers inclusiveness in the Bolivian TELECOM Sector?. (2021). Mansilla Bustamante, Sergio ; Aliaga Lordemann, Francisco Javier. In: Development Research Working Paper Series. RePEc:adv:wpaper:202104. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/013. Full description at Econpapers || Download paper | |
2021 | Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/059. Full description at Econpapers || Download paper | |
2022 | Searching for Sustainable Footprints: Does ICT increase CO2 emissions?. (2022). Asongu, Simplice A ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/062. Full description at Econpapers || Download paper | |
2021 | Energy and economic growth. An empirical analysis. (2021). Adamopoulos, Antonios. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:151-166. Full description at Econpapers || Download paper | |
2021 | The response of monetary policy to the COVID-19 pandemic in Turkey. The path of a credit-based economic recovery. (2021). Bulut, Umit. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:231-238. Full description at Econpapers || Download paper | |
2022 | The impact of foreign direct investment on the economy of Bangladesh: A time-series analysis. (2022). Islam, Mohammed Saiful ; al Faisal, Mohammad Abdullah. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:123-142. Full description at Econpapers || Download paper | |
2021 | What explains the real exchange rate movement for the BRICS nations? With a separate analysis for Indian economy. (2021). Arora, Hariom. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:207-232. Full description at Econpapers || Download paper | |
2021 | An impulse response function analysis of the impact of modern payment technologies on money demand in Nigeria. (2021). Nwaobi, Godwin ; Iorngurum, Tersoo. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:97-112. Full description at Econpapers || Download paper | |
2022 | Linear and nonlinear effect of exchange rate on inflation in Pakistan. (2022). Munir, Kashif. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:165-174. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Imported Intermediate Inputs and Manufactured Exports in Nigeria: The Role of Dual Exchange Rate Regime. (2021). Sule, Abubakar ; Shitile, Tersoo Shimonkabir ; Doki, Naomi Onyeje. In: African Journal of Economic Review. RePEc:ags:afjecr:308770. Full description at Econpapers || Download paper | |
2021 | Determinants of Tax Revenue in Liberia: An Empirical Investigation. (2021). Kollie, Genesis B ; Prowd, Roosesvelt S. In: African Journal of Economic Review. RePEc:ags:afjecr:315790. Full description at Econpapers || Download paper | |
2021 | Can Governments Enhance Long-run Growth by Reallocating Public Expenditure? Empirical Evidence from Tanzania. (2021). Mwamkonko, Mussa Ally. In: African Journal of Economic Review. RePEc:ags:afjecr:315799. Full description at Econpapers || Download paper | |
2021 | Globalization and Exchange Rate Pass Through: Evidence from Zambia. (2021). Fandamu, Mercy ; Ndulo, Manenga. In: African Journal of Economic Review. RePEc:ags:afjecr:315813. Full description at Econpapers || Download paper | |
2021 | Potato and Tomato Supply and Yield Responses to Policy in Ethiopia. (2021). Shikur, Zewdie Habte. In: African Journal of Economic Review. RePEc:ags:afjecr:315814. Full description at Econpapers || Download paper | |
2021 | Growth Effects of Foreign Direct Investments in Zimbabwe: Do Sources Matter?. (2021). Regret, Sunge ; Kudakwashe, Chinyanganya. In: African Journal of Economic Review. RePEc:ags:afjecr:315818. Full description at Econpapers || Download paper | |
2022 | A Historical Cum Empirical Overview of Agriculture Spending and Output Nexus in India. (2022). Rymbai, Motika Sinha ; Mishra, Biswambhara ; Ahmad, Masroor ; Khanday, Shafi Ahmad ; Ul, Samir. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:327260. Full description at Econpapers || Download paper | |
2021 | Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Vertikale Preisbeziehungen - Beziehungen zwischen Erzeuger- und Verbraucherpreisen. (2021). von Cramon-Taubadel, Stephan. In: IAMO Discussion Papers. RePEc:ags:iamodp:310088. Full description at Econpapers || Download paper | |
2021 | The Determinants of Agricultural Exports: Empirical Validation for the Case of Tunisia. (2021). Zidi, Ahmed ; Khalfallah, Sirine ; Bakari, Sayef. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:316272. Full description at Econpapers || Download paper | |
2022 | On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310533. Full description at Econpapers || Download paper | |
2021 | Female Labour Force Participation in Saudi Arabia and its Determinants. (2021). Agboola, Mary Oluwatoyin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310288. Full description at Econpapers || Download paper | |
2021 | Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models. (2011). Nielsen, Morten. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273758. Full description at Econpapers || Download paper | |
2021 | Cov?d-19 Krizinin Petrol Fiyatlar? Üzerine Etkisi. (2021). Kulolu, Ayhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727. Full description at Econpapers || Download paper | |
2022 | Exploring the Nexus between Domestic Consumption of Milled Rice (DCM) and the Gross Domestic Product (GDP) of Bangladesh. (2022). Hassan, Md Khalid ; Rahman, Md Atiqur. In: International Journal of Science and Business. RePEc:aif:journl:v:17:y:2022:i:1:p:21-30. Full description at Econpapers || Download paper | |
2021 | Digitalization as vehicle for Financial Institutions’ Growth and Effectiveness. (2021). Ofierohor, Ufuoma Earnest ; Okereke, Emeka. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:1:p:105-114. Full description at Econpapers || Download paper | |
2021 | Long-run stability of money demand and monetary policy: the case of Algeria. (2021). Boucekkine, Raouf ; Laksaci, Mohammed ; Touati-Tliba, Mohamed. In: AMSE Working Papers. RePEc:aim:wpaimx:2104. Full description at Econpapers || Download paper | |
2022 | HOW DO THE MACROECONOMIC DETERMINANTS UNDERPIN THE CAPITAL MARKET DEVELOPMENT IN NORTH MACEDONIA?. (2022). Hristoski, Ilija ; Spaseska, Tatjana . In: Management and Marketing Journal. RePEc:aio:manmar:v:xx:y:2022:i:2:p:286-325. Full description at Econpapers || Download paper | |
2022 | Political instability and economic growth in Nigeria. (2022). Zubair, Taofeek Bidemi ; Arowolo, Omobola Hannah ; Akinlo, Taiwo. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202209. Full description at Econpapers || Download paper | |
2021 | The Impacts of Oil Prices, Exchange Rate and COVID-19 Pandemic on BIST Petrochemical Market. (2021). Camoglu, Seval Mutlu. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:17-33. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Relationship between the Service Sector and Economic Growth: Evidence from China. (2021). Murselzade, Vusal ; Cavusoglu, Behiye. In: Asian Journal of Social Sciences and Management Studies. RePEc:aoj:ajssms:2021:p:15-22. Full description at Econpapers || Download paper | |
2022 | Foreign Direct Investment and Inclusive Growth: The Role of the Financial Sector Development. (2022). Uko, Aham Kelvin ; KelvinUko, Aham ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:11:y:2022:i:2:p:144-162. Full description at Econpapers || Download paper | |
2021 | Efekt fiskalny uszczelniania systemu podatkowego w Polsce: próba oszacowania w zakresie podatku CIT. (2021). Oykowski, Aleksander ; Konopczak, Karolina. In: Ekonomista. RePEc:aoq:ekonom:v:1:y:2021:p:25-55. Full description at Econpapers || Download paper | |
2021 | The Effect of Amazon Deforestationon Global Climate Variables. (2021). Cornejo, Magdalena ; Ahumada, Hildegart. In: Working Papers. RePEc:aoz:wpaper:94. Full description at Econpapers || Download paper | |
2022 | Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431. Full description at Econpapers || Download paper | |
2021 | Synthetic Controls with Imperfect Pre-Treatment Fit. (2019). Pinto, Cristine ; Ferman, Bruno. In: Papers. RePEc:arx:papers:1911.08521. Full description at Econpapers || Download paper | |
2021 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949. Full description at Econpapers || Download paper | |
2022 | Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204. Full description at Econpapers || Download paper | |
2021 | Cointegration in large VARs. (2020). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2006.14179. Full description at Econpapers || Download paper | |
2022 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2021 | Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820. Full description at Econpapers || Download paper | |
2021 | Theory and Applications of Financial Chaos Index. (2021). Peyghami, Reza M ; Yang, Zijiang ; Chen, Shengyuan ; Ataei, Masoud. In: Papers. RePEc:arx:papers:2101.02288. Full description at Econpapers || Download paper | |
2021 | The Macroeconomic Impacts of Entitlements. (2021). Syed, Ateeb Akhter Shah ; Fatima, Kaneez ; Shah, Ateeb Akhter ; Arshad, Riffat. In: Papers. RePEc:arx:papers:2102.01609. Full description at Econpapers || Download paper | |
2021 | Interdependencies between Mining Costs, Mining Rewards and Blockchain Security. (2021). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:2102.08107. Full description at Econpapers || Download paper | |
2021 | Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067. Full description at Econpapers || Download paper | |
2021 | Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626. Full description at Econpapers || Download paper | |
2021 | Forecasting open-high-low-close data contained in candlestick chart. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2104.00581. Full description at Econpapers || Download paper | |
2021 | The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers. (2021). Avileis, Felipe ; Mallory, Mindy. In: Papers. RePEc:arx:papers:2104.12706. Full description at Econpapers || Download paper | |
2021 | Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346. Full description at Econpapers || Download paper | |
2021 | On the mementum of Meme Stocks. (2021). , Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2106.03691. Full description at Econpapers || Download paper | |
2021 | Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894. Full description at Econpapers || Download paper | |
2021 | Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486. Full description at Econpapers || Download paper | |
2022 | Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783. Full description at Econpapers || Download paper | |
2021 | Evaluation of Dynamic Cointegration-Based Pairs Trading Strategy in the Cryptocurrency Market. (2021). Kortchmeski, Irina ; Tadi, Masood. In: Papers. RePEc:arx:papers:2109.10662. Full description at Econpapers || Download paper | |
2021 | Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051. Full description at Econpapers || Download paper | |
2022 | Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context. (2021). Mehta, Ram ; Patni, Sujay ; Rawat, Dhruv. In: Papers. RePEc:arx:papers:2112.08071. Full description at Econpapers || Download paper | |
2022 | TANK meets Diaz-Alejandro: Household heterogeneity, non-homothetic preferences & policy design. (2022). Camara, Santiago. In: Papers. RePEc:arx:papers:2201.02916. Full description at Econpapers || Download paper | |
2022 | Impact of Gold Prices on Stock Exchange: An Empirical Case Study of Nepal. (2022). Gautam, Madhu Sudan ; Bhusal, Aneel. In: Papers. RePEc:arx:papers:2202.00007. Full description at Econpapers || Download paper | |
2022 | Asymptotics of Cointegration Tests for High-Dimensional VAR($k$). (2022). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2202.07150. Full description at Econpapers || Download paper | |
2022 | GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691. Full description at Econpapers || Download paper | |
2022 | A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373. Full description at Econpapers || Download paper | |
2022 | Bootstrap Cointegration Tests in ARDL Models. (2022). Zoia, Maria Grazia ; Vacca, Gianmarco ; Bertelli, Stefano. In: Papers. RePEc:arx:papers:2204.04939. Full description at Econpapers || Download paper | |
2022 | Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952. Full description at Econpapers || Download paper | |
2022 | Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278. Full description at Econpapers || Download paper | |
2022 | The Econometrics of Financial Duration Modeling. (2022). Cavaliere, Giuseppe ; Vilandt, Frederik ; Rahbek, Anders ; Mikosch, Thomas. In: Papers. RePEc:arx:papers:2208.02098. Full description at Econpapers || Download paper | |
2022 | Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998. Full description at Econpapers || Download paper | |
2022 | The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810. Full description at Econpapers || Download paper | |
2022 | Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502. Full description at Econpapers || Download paper | |
2022 | From Rules to Regs: A Structural Topic Model of Collusion Research. (2022). Schmal, Benedikt W. In: Papers. RePEc:arx:papers:2210.02957. Full description at Econpapers || Download paper | |
2022 | A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288. Full description at Econpapers || Download paper | |
2022 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper | |
2022 | Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176. Full description at Econpapers || Download paper | |
2021 | Exploring the Impact of Exports on Clean Energy Consumption in China: An Empirical Study. (2021). He, Jun ; Ebaidalla, Ebaidalla Mahjoub ; Li, Zhaohua. In: Asian Development Policy Review. RePEc:asi:adprev:2021:p:44-56. Full description at Econpapers || Download paper | |
2021 | Monetary Policy Channels and Agricultural Performance: Evidence from Nigeria. (2021). Popoola, Olabisi ; Inegbedion, Henry ; Lawal, Adedoyin Isola ; Maimako, Rotdelmwa Filibus ; Asaleye, Abiola John. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:205-218. Full description at Econpapers || Download paper | |
2021 | The Nexus Between Economic Growth, Financial Development, Financial Inclusion and Financial Innovation in Africa. (2021). Chinoda, Tough ; Otekunrin, Adegbola Olubukola ; Matowanyika, Kudzanai. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:672-681. Full description at Econpapers || Download paper | |
2021 | The Short and Long Run Dynamics of Monetary Policy, Oil Price Volatility and Economic Growth in the CEMAC Region. (2021). Maredza, Andrew ; Olamide, Ebenezer G. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:78-89. Full description at Econpapers || Download paper | |
2021 | Openness and Agricultural Performance in Nigeria. (2021). Umaru, Aminu ; Inusa, Eshiozemhe Micheal. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:132-144. Full description at Econpapers || Download paper | |
2021 | Effect of Natural Resources on Economic Growth in Pakistan: A Time Series Analysis. (2021). Khan, Maria. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:29-47. Full description at Econpapers || Download paper | |
2021 | The Future of Saudi Arabia’s Date Exports Using a Cointegration Model. (2021). Alhashim, Jawad ; Alamri, Yosef ; Alderiny, Mahmoud ; Alnafissa, Mohamad. In: Asian Journal of Agriculture and rural Development. RePEc:asi:ajosrd:2021:p:113-119. Full description at Econpapers || Download paper | |
2021 | Labor Productivity in France: Is the Slowdown of its Growth Inevitable or are there Levers to fight it?. (2021). Girard, Pierre-Luis ; Bruneau, Catherine. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i1-1. Full description at Econpapers || Download paper | |
2022 | Rural Structural Transformation and Agricultural Productivity in Nigeria. (2022). Abiola, Abidemi ; Adefabi, Rasak A. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i2-2. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Impact of Agriculture Land and Population Density on Economic Growth: An Empirical Evidence from India. (2022). Phougat, Sunil ; Singh, Kamaljit ; Kumar, Deepak. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:4:p:180-195. Full description at Econpapers || Download paper | |
2022 | Do Credits Affect Money Supply and Deposits, or Vice Versa, or Interconnected?. (2022). Hasanov, Mubariz ; Tiryaki, Goksel. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:16:y:2022:i:2:p:217-245. Full description at Econpapers || Download paper | |
2021 | Forecasting corporate capital accumulation in Italy: the role of survey-based information. (2021). Giordano, Claire ; Silvestrini, Andrea ; Marinucci, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_596_21. Full description at Econpapers || Download paper | |
2021 | REVISITING THE DEBT–GROWTH NEXUS: EVIDENCE FROM INDIA. (2021). Muniyoor, Krishna ; Saini, Pratibha. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:231:p:151-172. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2007 | Some identification problems in the cointegrated vector autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 9 |
2010 | Some identification problems in the cointegrated vector autoregressive model.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2007 | Some Identification Problems in the Cointegrated Vector Autoregressive Model.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2007 | Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 96 |
2010 | Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | article | |
2007 | Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
2009 | Likelihood Inference For A Nonstationary Fractional Autoregressive Model.(2009) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
2007 | Correlation, regression, and cointegration of nonstationary economic time series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
2007 | Correlation, Regression, and Cointegration of Nonstationary Economic Time Series.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2007 | Selecting a Regression Saturated by Indicators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2007 | Exact rational expectations, cointegration, and reduced rank regression In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Exact Rational Expectations, Cointegration, and Reduced Rank Regression.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
2007 | Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2008 | An analysis of the indicator saturation estimator as a robust regression estimator In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | An analysis of the indicator saturation estimator as a robust regression estimator.(2008) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2009 | A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
2008 | A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2009 | On a numerical and graphical technique for evaluating some models involving rational expectations In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations.(2009) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2010 | Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2010 | Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2010 | Likelihood inference for a fractionally cointegrated vector autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 172 |
2012 | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 172 | article | |
2010 | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 172 | paper | |
2010 | Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 172 | paper | |
2010 | The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2011 | The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level.(2011) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | A necessary moment condition for the fractional functional central limit theorem In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM.(2012) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2010 | A Necessary Moment Condition for the Fractional Functional Central Limit Theorem.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2010 | A Necessary Moment Condition For The Fractional Functional Central Limit Theorem.(2010) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2010 | An invariance property of the common trends under linear transformations of the data In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | An Invariance Property of the Common Trends under Linear Transformations of the Data.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | An extension of cointegration to fractional autoregressive processes In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | An Extension of Cointegration to Fractional Autoregressive Processes.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | Some econometric results for the Blanchard-Watson bubble model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Some Econometric Results for the Blanchard-Watson Bubble Model.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2011 | Statistical analysis of global surface air temperature and sea level using cointegration methods In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Statistical analysis of global surface air temperature and sea level using cointegration methods.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Asymptotic theory for iterated one-step Huber-skip estimators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Asymptotic theory for iterated one-step Huber-skip estimators.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2012 | The Selection of ARIMA Models with or without Regressors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | The Selection of ARIMA Models with or without Regressors.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | The role of initial values in nonstationary fractional time series models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
2012 | The role of initial values in nonstationary fractional time series models.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2013 | Asymptotic analysis of the Forward Search In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Asymptotic analysis of the Forward Search.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2013 | Asymptotic analysis of the Forward Search.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2014 | Times Series: Cointegration In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Times Series: Cointegration.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2014 | Outlier detection algorithms for least squares time series regression In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Outlier detection algorithms for least squares time series regression.(2014) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2014 | Optimal hedging with the cointegrated vector autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Data revisions and the statistical relation of global mean sea-level and temperature In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Tightness of M-estimators for multiple linear regression in time series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | The cointegrated vector autoregressive model with general deterministic terms In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | The cointegrated vector autoregressive model with general deterministic terms.(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2016 | The cointegrated vector autoregressive model with general deterministic terms.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2016 | The Cointegrated Vector Autoregressive Model With General Deterministic Terms.(2016) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2017 | Cointegration between trends and their estimators in state space models and CVAR models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
2017 | Cointegration between trends and their estimators in state space models and CVAR models.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2017 | The role of cointegration for optimal hedging with heteroscedastic error term In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | The role of cointegration for optimal hedging with heteroscedastic error term.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles.(2017) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2017 | Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2017 | The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment.(2017) In: Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Testing the CVAR in the fractional CVAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | Testing the CVAR in the Fractional CVAR Model.(2018) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2017 | Testing the CVAR in the fractional CVAR model.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Testing The Cvar In The Fractional Cvar Model.(2017) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2018 | Nonstationary cointegration in the fractionally cointegrated VAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 18 |
2019 | Nonstationary Cointegration in the Fractionally Cointegrated VAR Model.(2019) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2018 | Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2018 | Nonstationary Cointegration In The Fractionally Cointegrated Var Model.(2018) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2019 | The analysis of marked and weighted empirical processes of estimated residuals In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | PARENTING VALUES MODERATE THE INTERGENRATIONAL TRANSMISSION OF TIME PREFERENCES.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals.(2019) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals.(2019) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | SUBJECTIVE MODELS OF THE MACROECONOMY: EVIDENCE FROM EXPERTS AND A REPRESENTATIVE SAMPLE.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood.(2019) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood.(2019) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression In: American Economic Review. [Full Text][Citation analysis] | article | 90 |
2007 | Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
2022 | Weak convergence to derivatives of fractional Brownian motion In: Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2003 | The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
2001 | The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1990 | Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 5027 |
1992 | Determination of Cointegration Rank in the Presence of a Linear Trend. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 452 |
1991 | Determination of Cointegration Rank in the Presence of a Linear Trend..(1991) In: Helsinki - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 452 | paper | |
2005 | Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 53 |
2002 | Discussion In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
2016 | Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 32 |
2016 | Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 33 |
2011 | On a Graphical Technique for Evaluating Some Rational Expectations Models In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 2 |
1995 | A Stastistical Analysis of Cointegration for I(2) Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 70 |
1991 | A Statistical Analsysis of Cointegration for I(2) Variables..(1991) In: Helsinki - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2000 | A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 105 |
1999 | A Bartlett Correction Factor for Tests on the Cointegrating Relations..(1999) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2005 | A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2008 | A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 135 |
2015 | MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory. [Full Text][Citation analysis] | article | 37 |
2012 | Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2016 | THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 32 |
2012 | The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models.(2012) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2019 | BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
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1991 | Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. In: Econometrica. [Full Text][Citation analysis] | article | 4748 |
2002 | A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model In: Econometrica. [Citation analysis] | article | 185 |
1999 | Some tests for parameter constancy in cointegrated VAR-models In: Econometrics Journal. [Citation analysis] | article | 416 |
2000 | Cointegration analysis in the presence of structural breaks in the deterministic trend In: Econometrics Journal. [Full Text][Citation analysis] | article | 395 |
2004 | More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term In: Econometrics Journal. [Full Text][Citation analysis] | article | 18 |
1988 | Statistical analysis of cointegration vectors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7127 |
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2002 | A small sample correction for tests of hypotheses on the cointegrating vectors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
1999 | A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors..(1999) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2006 | Statistical analysis of hypotheses on the cointegrating relations in the I(2) model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
2010 | Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate In: Journal of Econometrics. [Full Text][Citation analysis] | article | 45 |
2013 | Least squares estimation in a simple random coefficient autoregressive model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2014 | An asymptotic invariance property of the common trends under linear transformations of the data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
1992 | Cointegration in partial systems and the efficiency of single-equation analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 497 |
1992 | Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK In: Journal of Econometrics. [Full Text][Citation analysis] | article | 760 |
1994 | Identification of the long-run and the short-run structure an application to the ISLM model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 293 |
1992 | Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model.(1992) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 293 | paper | |
1995 | Identifying restrictions of linear equations with applications to simultaneous equations and cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 213 |
1998 | Likelihood analysis of seasonal cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
1997 | Likelihood Analysis of Seasonal Cointegration.(1997) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
1999 | Testing exact rational expectations in cointegrated vector autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 41 |
1992 | Testing weak exogeneity and the order of cointegration in UK money demand data In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 280 |
1991 | Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data..(1991) In: Helsinki - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 280 | paper | |
1987 | Estimation of proportional covariances In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
2000 | A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model. In: Economics Working Papers. [Citation analysis] | paper | 7 |
2001 | Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 24 |
2001 | Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data.(2001) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
1997 | Mathematical and Statistical Modelling of Cointegration In: Economics Working Papers. [Citation analysis] | paper | 1 |
1997 | Grangers Representation Theorem and Multicointegration In: Economics Working Papers. [Citation analysis] | paper | 9 |
1991 | An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States. In: Australian National University - Department of Economics. [Citation analysis] | paper | 4 |
2013 | Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator In: Econometrics. [Full Text][Citation analysis] | article | 13 |
2017 | Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models In: Econometrics. [Full Text][Citation analysis] | article | 4 |
2019 | Cointegration and Adjustment in the CVAR(?) Representation of Some Partially Observed CVAR(1) Models In: Econometrics. [Full Text][Citation analysis] | article | 3 |
2020 | Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2005 | Extracting Information from the Data: A Popperian View on Empirical Macro In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | An analysis of the indicator saturation estimator as a robust regression In: Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2016 | Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1988 | Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland In: Discussion Papers. [Citation analysis] | paper | 19 |
1989 | The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications In: Discussion Papers. [Citation analysis] | paper | 19 |
1990 | Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK In: Discussion Papers. [Citation analysis] | paper | 18 |
1992 | Recursive Estimation in Cointegrated VAR-Models In: Discussion Papers. [Citation analysis] | paper | 39 |
1995 | Likelihood-Based Inference in Cointegrated Vector Autoregressive Models In: OUP Catalogue. [Citation analysis] | book | 3148 |
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2008 | Automatic selection of indicators in a fully saturated regression In: Computational Statistics. [Full Text][Citation analysis] | article | 176 |
2008 | Automatic selection of indicators in a fully saturated regression.(2008) In: Computational Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | article | |
1994 | Testing Rational Expectations in Vector Autoregressive Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes In: Econometric Reviews. [Full Text][Citation analysis] | article | 24 |
2019 | The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2014 | Optimal Hedging with the Vector Autoregressive Model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration In: Contemporary Economics. [Full Text][Citation analysis] | article | 6 |
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