11 Treffer für Schlagwort = "Kointegration"

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

• A cointegrating polynomial regression analysis of the material Kuznets curve hypothesis Frondel, Manuel ; Grabarczyk, Peter ; Sommer, Stephan ; Wagner, Martin Dortmund : Universitätsbibliothek Dortmund, [2016]

• Cointegration in singular ARMA models Deistler, Manfred ; Wagner, Martin Dortmund : Universitätsbibliothek Dortmund, [2017]

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

• Integrated modified OLS estimation for cointegrating polynomial regressions - with an application to the environmental Kuznets curve for CO2 emissions Frondel, Manuel ; Grabarczyk, Peter ; Wagner, Martin [Dortmund] : SFB 823, 2016

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

• Panel cointegrating polynomial regression analysis and the environmental Kuznets curve Jong, Robert M. de ; Wagner, Martin Dortmund : Universitätsbibliothek Dortmund, October 7, 2018

• Panel cointegrating polynomial regressions: Group-mean fully modified OLS estimation and inference Wagner, Martin ; Reichold, Karsten Dortmund : Universitätsbibliothek Dortmund, November 8, 2018

• Price discovery in thinly traded futures markets how thin is too thin? Adämmer, Philipp ; Bohl, Martin T. ; Gross, Christian Münster : Center for Quantitative Economics, 2015

• 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