SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Unit Roots and Cointegration · Study

ChapterShelves

ChapterUnit Roots and Cointegration

Stephan Smeekes2019

OA

Chaptergreen2019

Unit Roots and Cointegration

Stephan Smeekes · Etiënne Wijler

26 citations·0/0 files stored·Advanced studies in theoretical and applied econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 26 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1996Efficient Tests for an Autoregressive Unit Root 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models n.d.Forecasting principles and practice 2002Determining the Number of Factors in Approximate Factor Models 2002Forecasting Using Principal Components From a Large Number of Predictors 2002Macroeconomic Forecasting Using Diffusion Indexes 2004A PANIC Attack on Unit Roots and Cointegration

Cited by

2018Assessing Inflation Convergence in the East African Community 2019Trade openness and child health: a heterogeneous panel cointegration analysis

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Forecasting with factor-augmented error correction modelsarticle · 10 shared references 2019Macroeconomic forecast accuracy in a data‐rich environmentarticle · 10 shared references 2016Non-Stationary Dynamic Factor Models for Large Datasetspreprint · 10 shared references 2009Factor‐augmented Error Correction Models*chapter · 9 shared references 2016Dynamic Factor Models, Cointegration, and Error Correction Mechanismsarticle · 9 shared references 2014A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testingpreprint · 9 shared references

Details

Year2019

Typechapter

Published2019-11-28

VenueAdvanced studies in theoretical and applied econometrics

ISSN-L1570-5811

Languageen

Citations26

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1007/978-3-030-31150-6_17

openalex_workW4288019458

Links

Imported from OpenAlex (CC0) — nothing here is generated.