33
H index
46
i10 index
26408
Citations
Aarhus Universitet (15% share) | 33 H index 46 i10 index 26408 Citations RESEARCH PRODUCTION: 54 Articles 124 Papers 2 Books 2 Chapters 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 | 4 |
Journal of Time Series Analysis | 3 |
Oxford Bulletin of Economics and Statistics | 3 |
Scandinavian Journal of Statistics | 3 |
Econometrica | 3 |
Econometrics Journal | 3 |
Computational Statistics | 2 |
Year | Title of citing document | |
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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 | |
2023 | Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2023.18.30. Full description at Econpapers || Download paper | |
2022 | Determinants of Domestic Bank Credit to Private sectors in Bangladesh: An Empirical Investigation. (2022). Islam, Didarul. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:2:p:65-74. Full description at Econpapers || Download paper | |
2023 | Relationship between Inflation and Other Macro Economics Factors: Comparative Study of Germany, Japan and New Zealand. (2023). Imran, Muhammad Daniyal ; Khan, Uzair Hassan. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:1:p:76-87. Full description at Econpapers || Download paper | |
2022 | Determinantes de la inflación en Argentina durante el período 2004-2022. (2022). de la Vega, Pablo ; Zack, Guido ; Calvo, Jimena. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4555. Full description at Econpapers || Download paper | |
2022 | . 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 | |
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 | |
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 | |
2023 | Does the effectiveness of money supply and foreign direct investment determine the industrial growth performance in India?. (2023). Sahu, Praveen ; Sahoo, Mrutyunjaya. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:83-102. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Loan syndication and cocoa production: Evidence from Ghana. (2022). Awuletey, Joyce Owusuaa ; Agbanyo, Richard ; Dziwornu, Raymond K ; Doku, James Ntiamoah. In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:333972. Full description at Econpapers || Download paper | |
2022 | Pastoral livestock market integration amidst improvements in physical and communication infrastructure: Evidence from northern Kenya. (2022). Muendo, Kavoi Mutuku ; Jensen, Nathaniel ; Chelanga, Philemon. In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:333986. Full description at Econpapers || Download paper | |
2022 | Does Defence Expenditure Affect Education and Health expenditures in Saharan Africa?. (2022). Assan, Maman Mai. In: African Journal of Economic Review. RePEc:ags:afjecr:330366. Full description at Econpapers || Download paper | |
2023 | Oil Sector and Carbon Emissions in Nigeria: Asymmetry Analysis. (2023). Enisan, Akinlo A. In: African Journal of Economic Review. RePEc:ags:afjecr:333987. 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 | |
2023 | Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria. (2023). Obayelu, Abiodun Elijah ; Verter, Nahanga ; Ogunmola, Omotoso Oluseye. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334664. Full description at Econpapers || Download paper | |
2023 | Does vertical asymmetric price transmission exist in the rice markets?. (2023). Indra, I ; Abd, Shabri M ; Masbar, Raja ; Arida, Agustina. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:337424. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Proceedings of the 5th Symposium on Agri-Tech Economics for Sustainable Futures. (2022). Paparas, Dimitrios ; Behrendt, Karl. In: Agri-Tech Economics Proceedings. RePEc:ags:haaepr:335408. Full description at Econpapers || Download paper | |
2022 | Proceedings of the 5th Symposium on Agri-Tech Economics for Sustainable Futures. (2022). Paparas, Dimitrios ; Behrendt, Karl. In: Land, Farm & Agribusiness Management Department. RePEc:ags:haaewp:335408. Full description at Econpapers || Download paper | |
2023 | Analyzing Food Import Demand in Indonesia: An ARDL Bounds Testing Approach. (2023). Khoiriyah, Nikmatul ; Forgenie, David. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330861. 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 | |
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 | |
2023 | Exploring the Impact of Inflation on Economic Development in Bangladesh. (2023). Rahman, Md Sayebur. In: International Journal of Science and Business. RePEc:aif:journl:v:19:y:2023:i:1:p:87-96. 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 | . 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 | |
2023 | Foreign direct investment in Algeria: A theoretical and applied study. (2023). Mohammed, Daoudi. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202307. Full description at Econpapers || Download paper | |
2022 | Impact of Human Capital on Poverty Reduction in Pakistan. (2022). Ali, Hashim ; Saeed, Muhammad Kashif ; Naweed, Rashid. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:3:p:419-428. Full description at Econpapers || Download paper | |
2022 | The Impact of Economic Growth, Renewable Energy, Non-renewable Energy and Trade Openness on the Ecological Footprint and Forecasting in Turkiye: an Case of the ARDL and NMGM Forecasting Model. (2022). Amkaya, Serhat ; Topal, Samet ; Albayrak, Ozlem Karada. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:10:y:2022:i:2:p:139-154. Full description at Econpapers || Download paper | |
2022 | Foreign Direct Investment and Inclusive Growth: The Role of the Financial Sector Development. (2022). Uko, Aham Kelvin ; 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 | |
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 | |
2023 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. 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 | |
2023 | 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 | |
2022 | Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | 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 | |
2023 | 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 | |
2023 | 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 | |
2023 | Climate change heterogeneity: A new quantitative approach. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Papers. RePEc:arx:papers:2301.02648. Full description at Econpapers || Download paper | |
2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper | |
2023 | A Comparative Analysis of Forecasting Models Using Moroccan Economic Data: The Factor-Augmented Error Correction Model in Perspective. (2023). Marouane, Daoui. In: Papers. RePEc:arx:papers:2302.14180. Full description at Econpapers || Download paper | |
2023 | Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880. Full description at Econpapers || Download paper | |
2023 | Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829. Full description at Econpapers || Download paper | |
2023 | High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393. Full description at Econpapers || Download paper | |
2023 | What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate. (2023). Kurita, Takamitsu ; Chevillon, Guillaume. In: Papers. RePEc:arx:papers:2307.05818. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Characterizing Correlation Matrices that Admit a Clustered Factor Representation. (2023). Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2308.05895. Full description at Econpapers || Download paper | |
2023 | Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks. (2023). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2308.15769. Full description at Econpapers || Download paper | |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper | |
2023 | A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875. 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 | |
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 | |
2023 | Foreign Direct Investment in the Quest for Poverty Reduction in Nigeria. (2023). Uko, Aham Kelvin ; Nkoro, Emeka. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:109-125. Full description at Econpapers || Download paper | |
2022 | . 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 | |
2022 | Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach. (2022). Restrepo-Ángel, Sergio ; Garavito, Aaron ; Arcila-Agudelo, Leidy Viviana ; Restrepo-Angel, Sergio ; Garavito-Acosta, Aaron Levi ; Salazar-Diaz, Andrea. In: Borradores de Economia. RePEc:bdr:borrec:1221. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | THE EFFECTS OF FDI NET INFLOW ON THE CURRENT ACCOUNT OF SOUTHEAST EUROPE COUNTRIES – A PANEL CAUSALITY ANALYSIS. (2022). Kovaevi, Radovan. In: Economic Annals. RePEc:beo:journl:v:67:y:2022:i:235:p:95-122. Full description at Econpapers || Download paper | |
2023 | The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133. Full description at Econpapers || Download paper | |
2022 | Property price dynamics and asymmetric effects of economic policy uncertainty: New evidence from the Australian capital cities. (2022). Dimovski, William ; Ali, Huson Joher ; Wadud, Ikm Mokhtarul. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:4:p:4359-4380. Full description at Econpapers || Download paper | |
2022 | Bargaining power and risk from substitutability between products attributes the case of specialty eggs in Canada. (2022). Doyon, Maurice ; Tamini, Lota D ; Atozou, Baoubadi. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:155-169. Full description at Econpapers || Download paper | |
2022 | The impact of Brazil on global grain dynamics: A study on cross?market volatility spillovers. (2022). Mallory, Mindy L ; Avileis, Felipe G. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:2:p:231-245. Full description at Econpapers || Download paper | |
2022 | Do crop prices share common trends and common cycles?. (2022). Vatsa, Puneet. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:363-382. Full description at Econpapers || Download paper | |
2023 | Futures markets and price stabilisation: An analysis of soybeans markets in North America. (2023). Goetz, Cole ; Miljkovic, Dragan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:104-117. Full description at Econpapers || Download paper | |
2022 | Consumption?based carbon emissions, renewable energy consumption, financial development and economic growth in Chile. (2022). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Gungor, Hasan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:1123-1137. Full description at Econpapers || Download paper | |
2023 | Induced innovation and spillover effects of US and Canadian research expenditures in Canadian agriculture. (2023). Yu, Yan ; Clark, Stephen J ; Cechura, Lukas ; Tian, Qingsong. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:2:p:153-169. Full description at Econpapers || Download paper | |
2022 | The Dynamics of Structural Transformation in Australia, 1960–2020. (2022). Martin, Vance L ; Chindamo, Philip. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:296-315. Full description at Econpapers || Download paper | |
2023 | The role of sentiment in the US economy: 1920 to 1934. (2023). Nyman, Rickard ; Tuckett, David ; Landonlane, John ; James, Harold ; Kabiri, Ali. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:1:p:3-30. Full description at Econpapers || Download paper | |
2023 | Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198. Full description at Econpapers || Download paper | |
2022 | The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47. Full description at Econpapers || Download paper | |
2022 | Does tourism increase CO2 emissions and health spending in Mexico? New evidence from nonlinear ARDL approach. (2022). Ullah, Irfan ; Fan, Yongxian ; Zeeshan, Muhammad ; Hussain, Arif ; Rehman, Alam. In: International Journal of Health Planning and Management. RePEc:bla:ijhplm:v:37:y:2022:i:1:p:242-257. Full description at Econpapers || Download paper | |
2022 | Financial investments and commodity prices. (2022). Xu, David Xiaoyu ; Qiu, Zhigang ; Liu, Peng. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:4:p:637-661. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2022 | Estimating dynamic market efficiency frontiers. (2022). von Cramontaubadel, Stephan ; Mu, Yali. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:3:p:633-653. 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 | 102 |
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: 102 | 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: 102 | 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: 102 | 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 | 189 |
2012 | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | 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: 189 | 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: 189 | 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 another 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 another 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 | 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 | 9 |
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: 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 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 | 1 |
2014 | Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another 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 another 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 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 | 11 |
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: 11 | 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: 11 | 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: 11 | 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 | 1 |
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: 1 | 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: 1 | 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: 1 | 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 | 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 another 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 another 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 another 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 | 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 | 92 |
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: 92 | 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 | 5518 |
1992 | Determination of Cointegration Rank in the Presence of a Linear Trend. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 457 |
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: 457 | paper | |
2005 | Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 56 |
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 | 36 |
2016 | Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 37 |
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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 | 106 |
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: 106 | 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 | 144 |
2015 | MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory. [Full Text][Citation analysis] | article | 39 |
2012 | Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | 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 | 35 |
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: 35 | 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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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 | 418 |
2000 | Cointegration analysis in the presence of structural breaks in the deterministic trend In: Econometrics Journal. [Full Text][Citation analysis] | article | 408 |
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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 | 28 |
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 | 506 |
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 | 786 |
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 | 303 |
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: 303 | paper | |
1995 | Identifying restrictions of linear equations with applications to simultaneous equations and cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 219 |
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 another version. Agregated cites: 41 | 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 | 288 |
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: 288 | paper | |
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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 | 25 |
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: 25 | 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 | 14 |
2017 | Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models In: Econometrics. [Full Text][Citation analysis] | article | 4 |
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 | 4 |
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 | 23 |
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 | 21 |
1992 | Recursive Estimation in Cointegrated VAR-Models In: Discussion Papers. [Citation analysis] | paper | 40 |
1995 | Likelihood-Based Inference in Cointegrated Vector Autoregressive Models In: OUP Catalogue. [Citation analysis] | book | 3228 |
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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 | 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 | 7 |
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