5 Treffer für Schlagwort = "Kointegration"

• Accurate and (almost) tuning parameter free inference in cointegrating regressions Reichold, Karsten ; Jentsch, Carsten [Dortmund] : SFB 823, 2020

• Integrated modified OLS and fixed-b inference for seasonally cointegrated processes Kawka, Rafael [Dortmund] : SFB 823, 2020

• An integrated modified OLS RESET test for cointegrating regressions Vogelsang, Timothy J. ; Wagner, Martin [Dortmund] : SFB, 2014

• Rank-based tests of the cointegrating rank in semiparametric error correction models Hallin, Marc ; Akker, Ramon van den ; Werker, Bas J. M. [Dortmund] : SFB 823, November 16, 2012

• Testing for nonlinear cointegration under heteroskedasticity Hanck, Christoph ; Massing, Till Philipp Georg [Dortmund] : SFB 823, 2020