33
H index
47
i10 index
27782
Citations
Aarhus Universitet (15% share) | 33 H index 47 i10 index 27782 Citations RESEARCH PRODUCTION: 55 Articles 124 Papers 2 Books 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
---|---|
Journal of Econometrics | 14 |
Econometric Theory | 9 |
Econometrics | 5 |
Scandinavian Journal of Statistics | 3 |
Journal of Time Series Analysis | 3 |
Econometrica | 3 |
Econometrics Journal | 3 |
Oxford Bulletin of Economics and Statistics | 3 |
Computational Statistics | 2 |
Year | Title of citing document | |
---|---|---|
2024 | Long-run relationship between insurance premiums and driving factors in Mongolia. (2024). Galaa, Burmaa ; Byambajav, Enkhamgalan ; Myagmar-Ochir, Amarbayasgalan ; Woo, Kai-Yin ; Tsendsuren, Saruultuya. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:2:p:116-136. Full description at Econpapers || Download paper | |
2024 | Gendered Study Choice and Prestige of Professions: France in the Long 20th Century. (2024). DIEBOLT, Claude ; Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:05-24. Full description at Econpapers || Download paper | |
2025 | Macro analysis of linkages between export, import and economic growth: evidence from the Indian economy. (2025). , Rajendran. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:289-302. Full description at Econpapers || Download paper | |
2024 | Governance Quality and Remittances in Nigeria: An Empirical Investigation. (2024). Akanbi, Saad Babatunde ; Yusuf, Abdulfatai Adekunle. In: African Journal of Economic Review. RePEc:ags:afjecr:344147. Full description at Econpapers || Download paper | |
2024 | Cointegration Analysis of the Worlds Black Pepper Export Market Among Major Producers. (2024). Allan, R ; Rosli, A ; Daud, A. In: ASEAN University for Sustainable Food System, Faculty of Economics, Kasetsart University, Bangkok, Thailand, April 18-19, 2024. RePEc:ags:asea24:344439. Full description at Econpapers || Download paper | |
2024 | Measuring and benchmarking time-varying market efficiency. (2024). Mu, Yali. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344294. Full description at Econpapers || Download paper | |
2024 | Trade policies and the transmission of international to domestic prices. (2024). von Cramon-Taubadel, Stephan ; Kastens, Lina ; Hoffmann, Clemens ; Vportugal-Perez, Alberto. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344313. Full description at Econpapers || Download paper | |
2024 | Onion Market Dynamics: Integration and Price Transmission across Key Indian Markets. (2024). Srivastava, Shivendra Kumar ; Nayak, Harshitha S. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344319. Full description at Econpapers || Download paper | |
2024 | Testing Possible Causes of Asymmetric Price Transmission Behavior of Major Importers of U. S. Wheat. (2024). Johnson, Michael ; Ajewole, Kayode. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344396. Full description at Econpapers || Download paper | |
2024 | Food Price Volatility in India. (2024). Sharma, Purushottam ; Paul, Ranjit Kumar ; Yeasin, MD ; Meena, Dinesh Chand ; Anwer, Md Ejaz. In: Policy Papers. RePEc:ags:icar24:349209. Full description at Econpapers || Download paper | |
2024 | An Empirical Investigation of the Relationship Between Foreign Direct Investment and Unemployment Rate in Azerbaijan: An ARDL approach. (2024). Karimov, Mehman. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356813. Full description at Econpapers || Download paper | |
2024 | The Impact of Bank Credit on Economic Growth in Lao PDR. (2024). Homsombath, Philavanh ; Souvannasouk, Vannasinh ; Sisengnam, Keuangkham ; Sykhanthong, Sengsulixay. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356817. Full description at Econpapers || Download paper | |
2024 | The Changing Drivers of Food Inflation – Macroeconomics, Inflation, and War. (2024). VON BRAUN, JOACHIM ; Kornher, Lukas ; Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:340561. Full description at Econpapers || Download paper | |
2025 | Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market. (2025). Tuncer, Ayse ; Ivrendi, Mehmet. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:39-62. Full description at Econpapers || Download paper | |
2024 | Market Integration of Small-Scale Farms: Exploring the Bambara Groundnut Markets in Nigeria. (2024). Uche, Udemba Klinsmann ; David, Ude Kingsley ; Benjamin, Okpukpara ; Nkechi, Agbo Josephine. In: Journal of Agriculture and Crops. RePEc:arp:jacarp:2024:p:11-19. Full description at Econpapers || Download paper | |
2024 | Do Depth, Accessibility, and Efficiency of Financial Institutions Matter for Renewable Energy Development in Azerbaijan?. (2024). PATA, Uğur ; Kartal, Mustafa Tevfik. In: Journal of Sustainable Development Issues (JOSDI). RePEc:arv:journl:v:2:y:2024:i:1:p:42-50. Full description at Econpapers || Download paper | |
2024 | The Impact of Dirty and Clean Energy Consumption on Carbon Emissions in Azerbaijan. (2024). Musayev, Gunduz. In: Journal of Sustainable Development Issues (JOSDI). RePEc:arv:journl:v:2:y:2024:i:2:p:76-88. Full description at Econpapers || Download paper | |
2024 | The Impact of Renewable and Non-Renewable Energy Consumption on CO2 Emissions in Türkiye: Evidence from Augmented ARDL Approach. (2024). Gezdim, Seyhat Bayrak ; Huseynov, Adil. In: Journal of Sustainable Development Issues (JOSDI). RePEc:arv:journl:v:2:y:2024:i:2:p:89-103. Full description at Econpapers || Download paper | |
2024 | The boosted HP filter is more general than you might think. (2024). Shi, Zhentao ; Phillips, Peter ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810. Full description at Econpapers || Download paper | |
2025 | Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2025 | High-Dimensional Canonical Correlation Analysis. (2025). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393. Full description at Econpapers || Download paper | |
2024 | What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate. (2024). Chevillon, Guillaume ; Kurita, Takamitsu. In: Papers. RePEc:arx:papers:2307.05818. Full description at Econpapers || Download paper | |
2024 | A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2024). Fanelli, Viviana ; Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2309.00875. Full description at Econpapers || Download paper | |
2024 | Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper | |
2025 | Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach. (2025). Yang, Xuanling ; Zhang, Ting ; Li, Dong. In: Papers. RePEc:arx:papers:2401.07038. Full description at Econpapers || Download paper | |
2024 | Estimation with Pairwise Observations. (2024). Matyas, Laszlo ; Chan, Felix. In: Papers. RePEc:arx:papers:2401.11229. Full description at Econpapers || Download paper | |
2024 | Inference for Two-Stage Extremum Estimators. (2024). Houndetoungan, Aristide ; Maoude, Abdoul Haki. In: Papers. RePEc:arx:papers:2402.05030. Full description at Econpapers || Download paper | |
2024 | Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization. (2024). Schmelzer, Thomas ; Boyd, Stephen ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2402.08108. Full description at Econpapers || Download paper | |
2025 | The modified conditional sum-of-squares estimator for fractionally integrated models. (2025). Kilincc, Mustafa R ; Massmann, Michael. In: Papers. RePEc:arx:papers:2404.12882. Full description at Econpapers || Download paper | |
2024 | The Economy and Public Diplomacy: An Analysis of RTs Economic Content and Context on Facebook. (2024). Massignan, Virginia ; Chen, Keyu Alexander ; el Damanhoury, Kareem ; Villa-Turek, Esteban ; Winkler, Carol K ; Lokmanoglu, Ayse D. In: Papers. RePEc:arx:papers:2405.01798. Full description at Econpapers || Download paper | |
2024 | SVARs with breaks: Identification and inference. (2024). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2405.04973. Full description at Econpapers || Download paper | |
2024 | The puzzle of Carbon Allowance spread. (2024). Baviera, Roberto ; Manzoni, Pietro ; Azzone, Michele. In: Papers. RePEc:arx:papers:2405.12982. Full description at Econpapers || Download paper | |
2024 | Inflation Determinants in Argentina (2004-2022). (2024). Zack, Guido ; de la Vega, Pablo ; Calvo, Jimena ; Libman, Emiliano. In: Papers. RePEc:arx:papers:2405.20822. Full description at Econpapers || Download paper | |
2024 | Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses on factors influencing offshore decisions. (2024). Sua, Lutfu S ; Huang, Jun ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram. In: Papers. RePEc:arx:papers:2406.07525. Full description at Econpapers || Download paper | |
2024 | Automated Market Making and Decentralized Finance. (2024). Monga, Marcello. In: Papers. RePEc:arx:papers:2407.16885. Full description at Econpapers || Download paper | |
2024 | Vela: A Data-Driven Proposal for Joint Collaboration in Space Exploration. (2024). Cornelius, Jason K ; Dinkel, Holly M. In: Papers. RePEc:arx:papers:2408.04730. Full description at Econpapers || Download paper | |
2024 | Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression. (2024). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2408.12210. Full description at Econpapers || Download paper | |
2024 | Canonical Correlation Analysis: review. (2024). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2411.15625. Full description at Econpapers || Download paper | |
2024 | Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572. Full description at Econpapers || Download paper | |
2024 | A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages. (2024). Boyd, Stephen ; Schmelzer, Thomas ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2412.02660. Full description at Econpapers || Download paper | |
2025 | The Global Carbon Budget as a cointegrated system. (2025). Nielsen, Morten ; Hillebrand, Eric ; Bennedsen, Mikkel. In: Papers. RePEc:arx:papers:2412.09226. Full description at Econpapers || Download paper | |
2024 | VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278. Full description at Econpapers || Download paper | |
2025 | On (in)consistency of M-estimators under contamination. (2025). Nielsen, Bent ; Klooster, Jens. In: Papers. RePEc:arx:papers:2502.09145. Full description at Econpapers || Download paper | |
2025 | Maines Forestry and Logging Industry: Building a Model for Forecasting. (2025). Crawley, Andrew ; Daigneault, Adam ; Gendron, Jonathan. In: Papers. RePEc:arx:papers:2503.06087. Full description at Econpapers || Download paper | |
2025 | Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364. Full description at Econpapers || Download paper | |
2025 | Has the Paris Agreement Shaped Emission Trends? A Panel VECM Analysis of Energy, Growth, and CO$_2$ in 106 Middle-Income Countries. (2025). Hassan, Md Sharif ; Amin, Mohammad Bin ; Ol, Judit. In: Papers. RePEc:arx:papers:2503.14946. Full description at Econpapers || Download paper | |
2025 | Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790. Full description at Econpapers || Download paper | |
2025 | Forecasting Impacts to the Forest Sector: An Analysis of Key U.S. States and Industries. (2025). Gendron, Jonathan ; Daigneault, Adam. In: Papers. RePEc:arx:papers:2503.23569. Full description at Econpapers || Download paper | |
2025 | Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Papers. RePEc:arx:papers:2506.02135. Full description at Econpapers || Download paper | |
2024 | Vector Error Correction Models with Stationary and Nonstationary Variables. (2024). Chen, PU. In: Economic Analysis Letters. RePEc:bba:j00004:v:3:y:2024:i:2:p:34-47:d:299. Full description at Econpapers || Download paper | |
2024 | Exploring the Dynamics of Okun€™s Law: Youth Unemployment and Economic Growth in ASEAN-5 Economies. (2024). Salehhin, Muhamad Amirul ; Othman, Kamarudin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:450-464. Full description at Econpapers || Download paper | |
2024 | Trans-Atlantic Transmission of Inflation Rate Shocks: Any Macroeconomic Concern for Nigeria?. (2024). Ideh, Timothy Ogbemudiare ; Egbunike, Innocent Ifeanacho ; Adonike, Kingsley Chidera ; Agu, Anthony O. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:11:p:743-755. Full description at Econpapers || Download paper | |
2024 | Corporate Eco-Efficiency and Performance of Oil and Gas Companies in Nigeria: An Empirical Examination. (2024). Ifeanyichukwu, Nwufo Christopher ; Etibensi, Jackson Edet. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:3:p:2176-2192. Full description at Econpapers || Download paper | |
2024 | Real Sector Development and Poverty Reduction in Nigeria. (2024). Ebisine, Lubo ; Ayibazuomuno, Donny Marclary. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:8:p:1817-1829. Full description at Econpapers || Download paper | |
2024 | Impact of Financial Inclusion in Line with Mobile Money on Currency in Circulation. (2024). Kaluba, Temwa Joshua ; Kaira, Benjamin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:3593-3604. Full description at Econpapers || Download paper | |
2025 | Does United Kingdom€™s Focus on Climate Technologies, Municipal Waste Treatment, and Economic Development aligns with its 2030 Nationally Determined Contributions (NDCs)?. (2025). Ofori, Kwabena ; Agyare, Frank Yeboah ; Agyemang, Eric Tieku. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:330-352. Full description at Econpapers || Download paper | |
2025 | Testing the Environmental Kuznets Curve and Pollution Haven Hypothesis: Using the dynamic Interaction of Macroeconomic Variables in Zambia. (2025). Musantu, John ; Banda, Nailess. In: American Journal of Economics. RePEc:bfy:ojtaje:v:9:y:2025:i:1:p:49-75:id:2677. Full description at Econpapers || Download paper | |
2024 | Macroeconomic Variables€™ Impact on Rental Rate in the United Kingdom Islamic Home Financing Using Bound Cointegration Test. (2024). Salihu, Jamilu. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:10:p:635-647. Full description at Econpapers || Download paper | |
2024 | Agri‐food trade channel and the ASEAN macroeconomic impacts from output and price shocks. (2024). Raghavan, Mala ; DEVADASON, EVELYN ; Khan, Faisal. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:1:p:5-26. Full description at Econpapers || Download paper | |
2024 | Impact of the Ruble exchange rate regime and Russias war in Ukraine on wheat prices in Russia. (2024). Yugay, Stanislav ; Svanidze, Miranda ; Gotz, Linde. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:384-411. Full description at Econpapers || Download paper | |
2024 | Machine learning to predict grains futures prices. (2024). Sckokai, Paolo ; Brignoli, Paolo Libenzio ; Gardebroek, Cornelis ; Varacca, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:3:p:479-497. Full description at Econpapers || Download paper | |
2024 | Tourism‐induced growth and quality of life: the Singapore story. (2024). Wood, Jacob ; Tan, Sook Rei ; Jang, Haejin ; Li, Changtai ; Wong, Caroline. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:38:y:2024:i:1:p:204-224. Full description at Econpapers || Download paper | |
2024 | Employment and technology: Creative creation or creative destruction? An asymmetric analysis. (2024). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:2:p:201-219. Full description at Econpapers || Download paper | |
2024 | How does economic policy uncertainty respond to permanent and transitory shocks?. (2024). Funashima, Yoshito. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:1:p:267-282. Full description at Econpapers || Download paper | |
2024 | Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370. Full description at Econpapers || Download paper | |
2024 | Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Mukanjari, Samson ; Sterner, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836. Full description at Econpapers || Download paper | |
2024 | Forecasting the UK top 1% income share in a shifting world. (2024). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:1047-1074. Full description at Econpapers || Download paper | |
2024 | Follow the leader? The long‐run interaction between public and private sector wage growth in the UK. (2024). Hantzsche, Arno ; Dolton, Peter. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:837-879. Full description at Econpapers || Download paper | |
2024 | Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86. Full description at Econpapers || Download paper | |
2024 | Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review. (2024). Ditlevsen, Susanne ; Levakova, Marie. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:160-193. Full description at Econpapers || Download paper | |
2024 | Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models. (2024). Swensen, Anders Rygh ; Johansen, Sren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:248-268. Full description at Econpapers || Download paper | |
2024 | Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330. Full description at Econpapers || Download paper | |
2024 | Interest rate, price level, and the inflation rate: Evidence from the UK during the gold standard regimes. (2024). Choudhry, Taufiq. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:1:p:20-39. Full description at Econpapers || Download paper | |
2024 | A Brief History of General‐to‐specific Modelling. (2024). Hendry, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:1-20. Full description at Econpapers || Download paper | |
2024 | Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540. Full description at Econpapers || Download paper | |
2024 | A computable general equilibrium model of the monetary policy implications for financial stability in South Africa. (2024). Beyers, Conrad ; Esselmensah, Kojo A ; Tsomocos, Dimitrios P. In: South African Journal of Economics. RePEc:bla:sajeco:v:92:y:2024:i:4:p:415-443. Full description at Econpapers || Download paper | |
2024 | Foreign trade and economic performance in China, 1860–1911. (2024). Mengge, Lisha. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:14. Full description at Econpapers || Download paper | |
2024 | Food Price Inflation in the United States as a Complex Dynamic Economic System. (2024). Senarath, Dharmasena ; Faith, Parum. In: Journal of Agricultural & Food Industrial Organization. RePEc:bpj:bjafio:v:22:y:2024:i:2:p:113-132:n:1002. Full description at Econpapers || Download paper | |
2025 | Estimating the Size of Fiscal Multipliers in the WAEMU Area. (2025). Aniwar, Konat ; Juste, Som. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:16:n:1002. Full description at Econpapers || Download paper | |
2025 | Property Registration and Economic Growth: Evidence from Colonial Korea. (2025). Zonghie, Han. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:18:n:1001. Full description at Econpapers || Download paper | |
2025 | Hypothesis Testing on Invariant Subspaces of Non-Symmetric Matrices with Applications to Network Statistics. (2025). Simons, J R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2530. Full description at Econpapers || Download paper | |
2024 | Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp. Full description at Econpapers || Download paper | |
2024 | Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995. Full description at Econpapers || Download paper | |
2024 | Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11017. Full description at Econpapers || Download paper | |
2024 | “My Name Is Bond. Green Bond.” Informational Efficiency of Climate Finance Markets. (2024). Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11029. Full description at Econpapers || Download paper | |
2024 | Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Carmona-Gonzlez, Nieves ; Martin-Valmayor, Miguel A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11409. Full description at Econpapers || Download paper | |
2025 | Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662. Full description at Econpapers || Download paper | |
2025 | Earthquakes and Stock Market Performance: Evidence from Japan. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Muoz, Leyre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11822. Full description at Econpapers || Download paper | |
2025 | Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio. (2025). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11927. Full description at Econpapers || Download paper | |
2024 | Acumulación regulatoria y crecimiento económico: una aproximación empírica para Colombia. (2024). Robledo, Jacobo Campo ; Meja, Jos Libardo. In: Revista Desarrollo y Sociedad. RePEc:col:000090:021222. Full description at Econpapers || Download paper | |
2024 | Variation Index of the Output Gap (VIOG): A New Way of Testing Potential GDP Estimations. (2024). Ceballos, Hermilson Velasquez ; Rendon, Alvaro Hurtado ; Barrera, Alejandro Pinilla. In: Documentos de Trabajo de Valor Público. RePEc:col:000122:000002. Full description at Econpapers || Download paper | |
2024 | Foreign Direct Investment and Economic Growth in the Pacific Alliance countries. (2024). Velasquez, Libardo Rojas ; Chila, Blademir Quiguanas. In: Revista Finanzas y Politica Economica. RePEc:col:000443:021241. Full description at Econpapers || Download paper | |
2025 | Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845. Full description at Econpapers || Download paper | |
2025 | 40 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century. (2025). Sez, Lvaro Escribano ; Rodrguez, Juan Andres ; Arranz, Miguel Angel. In: UC3M Working papers. Economics. RePEc:cte:werepe:47122. Full description at Econpapers || Download paper | |
2024 | Teaching Financial Econometrics to Students Converting to Finance. (2024). Yu, Jun ; Phillips, Peter ; Martin, Vance ; Hurn, Stan. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2397. Full description at Econpapers || Download paper | |
2024 | The short- and long-term determinants of fertility in Uruguay. (2024). Antón, José Ignacio ; Antn, Jos-Ignacio ; Triunfo, Patricia ; Ferre, Zuleika. In: Demographic Research. RePEc:dem:demres:v:51:y:2024:i:10. Full description at Econpapers || Download paper | |
2024 | Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103. Full description at Econpapers || Download paper | |
2024 | CRECIMIENTO ECONÓMICO Y GASTO MILITAR EN EL ECUADOR: UN ENFOQUE DE COINTEGRACIÓN Y CAUSALIDAD, 1960-2019. (2024). Correa-Quezada, Ronny ; Cueva-Jimenez, Maria Gabriela ; Cueva-Rodriguez, Lucia ; Tulcanaza-Prieto, Ana Belen. In: Regional and Sectoral Economic Studies. RePEc:eaa:eerese:v:24:y2024:i:1_6. Full description at Econpapers || Download paper | |
2024 | A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong. (2024). MESTRE, Roman ; Zhou, Yang Mestre. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00816. Full description at Econpapers || Download paper | |
2024 | Relationship between labor force participation and unemployment in Pakistan. (2024). Amjad, Sadaf ; Said, Rusmawati ; Khan, Muhammad Zaheer. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00801. Full description at Econpapers || Download paper | |
2025 | Income elasticity of the main taxes in Mexico and fiscal loss during the COVID-19 pandemic. (2025). Roque, Brian ; Ventosa-Santaulria, Daniel ; Hernndez, Juan Ramn. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00515. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
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 nother 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 nother version. Agregated cites: 9 | paper | |
2007 | Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 113 |
2010 | Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | article | |
2007 | Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
2009 | Likelihood Inference For A Nonstationary Fractional Autoregressive Model.(2009) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 0 | paper | |
2010 | Likelihood inference for a fractionally cointegrated vector autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 213 |
2012 | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 213 | article | |
2010 | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 213 | paper | |
2010 | Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 213 | 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 | 4 |
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 nother version. Agregated cites: 4 | 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 nother version. Agregated cites: 4 | paper | |
2010 | A necessary moment condition for the fractional functional central limit theorem In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM.(2012) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2010 | A Necessary Moment Condition for the Fractional Functional Central Limit Theorem.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2010 | A Necessary Moment Condition For The Fractional Functional Central Limit Theorem.(2010) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 nother 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 nother 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 nother version. Agregated cites: 0 | paper | |
2011 | The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
2011 | The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 nother 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 nother 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 nother 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 | 9 |
2012 | The role of initial values in nonstationary fractional time series models.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 nother version. Agregated cites: 2 | paper | |
2013 | Asymptotic analysis of the Forward Search.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has nother 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 nother 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 nother version. Agregated cites: 2 | paper | |
2014 | Optimal hedging with the cointegrated vector autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2014 | Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 6 |
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 nother version. Agregated cites: 6 | 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 nother version. Agregated cites: 6 | 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 nother 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 nother version. Agregated cites: 1 | paper | |
2017 | Testing the CVAR in the fractional CVAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 12 |
2018 | Testing the CVAR in the Fractional CVAR Model.(2018) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2017 | Testing the CVAR in the fractional CVAR model.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2017 | Testing The Cvar In The Fractional Cvar Model.(2017) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2018 | Nonstationary cointegration in the fractionally cointegrated VAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 22 |
2019 | Nonstationary Cointegration in the Fractionally Cointegrated VAR Model.(2019) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2018 | Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2018 | Nonstationary Cointegration In The Fractionally Cointegrated Var Model.(2018) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2019 | The analysis of marked and weighted empirical processes of estimated residuals In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2019 | The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 nother version. Agregated cites: 2 | 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 nother 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 nother 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 nother 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 | 2 |
2019 | SUBJECTIVE MODELS OF THE MACROECONOMY: EVIDENCE FROM EXPERTS AND A REPRESENTATIVE SAMPLE.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 nother version. Agregated cites: 2 | 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 nother version. Agregated cites: 2 | paper | |
2021 | Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2008 | Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression In: American Economic Review. [Full Text][Citation analysis] | article | 94 |
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 nother version. Agregated cites: 94 | 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 nother 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 | 5737 |
1992 | Determination of Cointegration Rank in the Presence of a Linear Trend. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 461 |
1991 | Determination of Cointegration Rank in the Presence of a Linear Trend..(1991) In: Helsinki - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 461 | paper | |
2005 | Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 57 |
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 | 42 |
2016 | Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 43 |
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 | 75 |
1991 | A Statistical Analsysis of Cointegration for I(2) Variables..(1991) In: Helsinki - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
2000 | A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 110 |
1999 | A Bartlett Correction Factor for Tests on the Cointegrating Relations..(1999) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 110 | 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 | 159 |
2015 | MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory. [Full Text][Citation analysis] | article | 46 |
2012 | Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | 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 | 38 |
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 nother version. Agregated cites: 38 | paper | |
2019 | BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
1992 | A Representation of Vector Autoregressive Processes Integrated of Order 2 In: Econometric Theory. [Full Text][Citation analysis] | article | 116 |
1995 | The Role of Ancillarity in Inference for Non-stationary Variables. In: Economic Journal. [Full Text][Citation analysis] | article | 4 |
1991 | Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. In: Econometrica. [Full Text][Citation analysis] | article | 5201 |
2002 | A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model In: Econometrica. [Citation analysis] | article | 192 |
1999 | Some tests for parameter constancy in cointegrated VAR-models In: Econometrics Journal. [Citation analysis] | article | 426 |
2000 | Cointegration analysis in the presence of structural breaks in the deterministic trend In: Econometrics Journal. [Full Text][Citation analysis] | article | 423 |
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 | 20 |
1988 | Statistical analysis of cointegration vectors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7715 |
2000 | Modelling of cointegration in the vector autoregressive model In: Economic Modelling. [Full Text][Citation analysis] | article | 58 |
2002 | A small sample correction for tests of hypotheses on the cointegrating vectors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
1999 | A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors..(1999) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2006 | Statistical analysis of hypotheses on the cointegrating relations in the I(2) model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
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 | 47 |
2013 | Least squares estimation in a simple random coefficient autoregressive model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2014 | An asymptotic invariance property of the common trends under linear transformations of the data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
1992 | Cointegration in partial systems and the efficiency of single-equation analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 523 |
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 | 811 |
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 | 307 |
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 nother version. Agregated cites: 307 | paper | |
1995 | Identifying restrictions of linear equations with applications to simultaneous equations and cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 236 |
1998 | Likelihood analysis of seasonal cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 41 |
1997 | Likelihood Analysis of Seasonal Cointegration.(1997) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
1999 | Testing exact rational expectations in cointegrated vector autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 43 |
1992 | Testing weak exogeneity and the order of cointegration in UK money demand data In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 307 |
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 nother version. Agregated cites: 307 | paper | |
1987 | Estimation of proportional covariances In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
In: . [Full Text][Citation analysis] | chapter | 0 | |
2004 | A Small Sample Correction of the Dickey-Fuller Test In: Contributions to Economic Analysis. [Full Text][Citation analysis] | chapter | 0 |
2000 | A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model. In: Economics Working Papers. [Citation analysis] | paper | 8 |
2001 | Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 27 |
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 nother version. Agregated cites: 27 | 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 | 5 |
2013 | Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator In: Econometrics. [Full Text][Citation analysis] | article | 16 |
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 | 5 |
1988 | Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland In: Discussion Papers. [Citation analysis] | paper | 21 |
1989 | The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications In: Discussion Papers. [Citation analysis] | paper | 24 |
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 | 25 |
1992 | Recursive Estimation in Cointegrated VAR-Models In: Discussion Papers. [Citation analysis] | paper | 41 |
1995 | Likelihood-Based Inference in Cointegrated Vector Autoregressive Models In: OUP Catalogue. [Citation analysis] | book | 3401 |
1998 | Workbook on Cointegration In: OUP Catalogue. [Citation analysis] | book | 45 |
2008 | Automatic selection of indicators in a fully saturated regression In: Computational Statistics. [Full Text][Citation analysis] | article | 201 |
2008 | Automatic selection of indicators in a fully saturated regression.(2008) In: Computational Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | 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 | 25 |
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 | 4 |
2021 | Asset Prices Under Knightian Uncertainty In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Optimal Hedging with the Vector Autoregressive Model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration In: Contemporary Economics. [Full Text][Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team