| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Gaussian IV estimator of cointegrating relations |
0 |
1 |
3 |
32 |
1 |
8 |
29 |
134 |
| A Note on the Vogelsang Test for Additive Outliers |
2 |
6 |
13 |
71 |
5 |
16 |
48 |
219 |
| A Regime Switching Long Memory Model for Electricity Prices |
12 |
24 |
85 |
469 |
24 |
47 |
174 |
1,041 |
| A Review of the Econometric Analysis of I(2) Variables |
1 |
1 |
1 |
119 |
1 |
4 |
35 |
905 |
| A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching |
8 |
19 |
19 |
19 |
9 |
12 |
12 |
12 |
| Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data |
0 |
4 |
16 |
44 |
6 |
17 |
56 |
159 |
| Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices |
0 |
2 |
14 |
83 |
3 |
11 |
51 |
198 |
| Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis |
3 |
7 |
30 |
152 |
7 |
23 |
100 |
499 |
| Estimating the LQAC Model with I(2) Variables |
0 |
0 |
1 |
1 |
0 |
1 |
8 |
43 |
| Estimating the LQAC model with I(2) Variables |
0 |
0 |
0 |
34 |
1 |
4 |
20 |
1,739 |
| Estimation of Fractional Integration in the Presence of Data Noise |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| Heteroscedasticity in Non-Stationary Time Series, Some Monte Carlo Evidence |
0 |
0 |
0 |
0 |
3 |
5 |
16 |
136 |
| Improving Size and Power in Unit Root Testing |
3 |
7 |
39 |
107 |
6 |
12 |
59 |
183 |
| Local Power Functions of Tests for Double Unit Roots |
0 |
1 |
4 |
71 |
1 |
3 |
15 |
572 |
| Local Power Functions of Tests for Double Unit Roots |
0 |
0 |
3 |
16 |
0 |
2 |
10 |
87 |
| Long-Run Forecasting in Multicointegrated Systems |
0 |
0 |
3 |
70 |
1 |
3 |
11 |
110 |
| Long-Run Forecasting in Multicointegrated Systems |
1 |
1 |
7 |
113 |
5 |
15 |
57 |
420 |
| Long-run forecasting in multicointegrated systems |
0 |
0 |
7 |
104 |
4 |
7 |
31 |
259 |
| Measurement Errors and Outliers in Seasonal Unit Root Testing |
2 |
2 |
6 |
81 |
2 |
6 |
14 |
259 |
| Measurement Errors and Outliers in Seasonal Unit Root Testing |
0 |
0 |
7 |
258 |
2 |
6 |
22 |
1,119 |
| Money Demand, Expectations and the Foreward Looking Model: A Comment |
0 |
0 |
0 |
0 |
2 |
3 |
14 |
168 |
| Multicointegration and Present Value Relations |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
127 |
| Multicointegration in Stock-Flow Models |
4 |
5 |
14 |
633 |
11 |
25 |
56 |
2,877 |
| Multiple Unit Roots in Periodic Autoregression |
0 |
0 |
0 |
0 |
1 |
6 |
28 |
1,416 |
| Multiple Unit Roots in Periodic Autoregression |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
237 |
| On the Robustness of Unit Root Tests in the Presence of Double Unit Roots |
0 |
0 |
5 |
53 |
1 |
3 |
11 |
158 |
| On the Robustness of Unit Root Tests in the Presence of Double Unit Roots |
0 |
0 |
10 |
198 |
2 |
2 |
15 |
675 |
| Polynomially Cointegrated Systems and their Representation; A Synthesis |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
93 |
| Product Market Integration and European Labour Markets |
1 |
4 |
13 |
287 |
7 |
12 |
32 |
964 |
| Separation in Cointegrated Systems, Long Memory Components and Common Stochastic Trends |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
91 |
| Separation in Cointegrated Systems,Long Memory Components and Common Stochastic Trends |
0 |
0 |
0 |
80 |
2 |
3 |
20 |
747 |
| Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon |
0 |
0 |
7 |
7 |
1 |
5 |
25 |
32 |
| Sequential versus simultaneous market |
1 |
1 |
2 |
25 |
5 |
9 |
24 |
69 |
| Sequential versus simultaneous market delineation: The relevant antitrust market for salmon |
0 |
0 |
2 |
26 |
2 |
4 |
19 |
108 |
| Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach |
0 |
2 |
22 |
699 |
2 |
16 |
79 |
2,024 |
| Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach |
0 |
4 |
12 |
365 |
0 |
5 |
26 |
740 |
| Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach |
0 |
2 |
11 |
782 |
2 |
9 |
45 |
2,664 |
| TESTS FOR UNIT ROOTS WITH A MAINTAINED TREND WHEN THE TRUE DATA GENERATING PROCESS IN A RANDOM WALK WITH DRIFT |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
111 |
| Testing Quadriatic Adjustment Cost Models within a Cointegrated VAR |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
157 |
| Testing for Additive Outliers in Seasonally Integrated Time Series |
0 |
3 |
10 |
29 |
4 |
14 |
33 |
116 |
| Testing for Additive Outliers in Seasonally Integrated Time Series |
2 |
3 |
10 |
102 |
3 |
13 |
44 |
280 |
| Testing for Double Unit Roots |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
75 |
| Testing for Multicointegration |
2 |
2 |
14 |
677 |
4 |
6 |
28 |
2,992 |
| The Effects of Additive Outliers on Tests for Unit Roots and Cointegration |
0 |
0 |
0 |
0 |
4 |
9 |
31 |
353 |
| UNIT ROOTS AND DETERMINISTIC TRENDS, WITH YET ANOTHER COMMENT ON THE EXISTENCE AND INTERPRETATION OF A UNIT ROOT IN U.S. GNP |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
267 |
| Udviklingslinier i Oekonometrien |
0 |
0 |
1 |
45 |
1 |
7 |
16 |
615 |
| Total Working Papers |
42 |
101 |
391 |
5,852 |
142 |
367 |
1,384 |
26,252 |
LogEc is hosted by the
Swedish Business School at Örebro University.