Concepedia

Functional Cointegration

Functional Cointegration is a theoretical framework in functional time series analysis that characterizes long-run equilibrium relationships among nonstationary stochastic processes whose observations are functions, by identifying a stationary linear combination of integrated functional variables.

12

Publications

487

Citations

30

Authors

19

Institutions

Publications per year

2017–2026

3

Parents

Publications

12

Cointegrated Economic Time Series: A Survey With New Results

Robert F. Engle, Byung Sam Yoo · RePEc: Research Papers in Economics · 1989 · 84 citations

, , +11

Cointegration portfolios of European equities for index tracking and market neutral strategies

Christian L. Dunis, Richard Yan‐Ki Ho · Journal of Asset Management · 2005 · 82 citations

, , +12

Identification of a transposon Tn3 sequence required for transposition immunity.

C H Lee, Arvind A. Bhagwat, Fred Heffron · Proceedings of the National Academy of Sciences · 1983 · 70 citations · Full text

, , +16

Africa Is Rich, Africans Are Poor! A Blessing or Curse: An Application of Cointegration Techniques

Sofien Tiba, Mohamed Frikha · Journal of the Knowledge Economy · 2018 · 44 citations

, , +14

Cointegration of event-related potential (ERP) signals in experiments with different electromagnetic field (EMF) conditions

Argiro E. Maganioti, Hountala D. Chrissanthi, Papageorgiou C. Charalabos et al. · Health · 2010 · 37 citations · Full text

, , +13

1–5 of 12

Authors

30

  1. YT
    Yundong Tu

    Peking University, China

    1 publications · 13 citations

    1

    h-index

  2. LS
    Laixiang Sun

    University of Maryland, College Park, United States

    1 publications · 26 citations

    1

    h-index

  3. AA
    Arvind A. Bhagwat

    Beltsville Agricultural Research Center, United States

    1 publications · 70 citations

    1

    h-index

  4. YB
    Youngsoo Bae

    Seoul National University, South Korea

    1 publications · 35 citations

    1

    h-index

  5. CN
    Capsalis N. Christos

    University Mental Health Research Institute, Greece

    1 publications · 37 citations

    1

    h-index

1–5 of 30

Institutions

19

  1. University of Sfax

    Sfax, Tunisia

    1 h-index

    2 publications

    88 citations

  2. National Technical University of Athens

    Athens, Greece

    1 h-index

    3 publications

    111 citations

  3. Stony Brook University

    Stony Brook, United States

    1 h-index

    5 publications

    170 citations

  4. Peking University

    Beijing, China

    1 h-index

    1 publications

    13 citations

  5. Eginition Hospital

    Athens, Greece

    1 h-index

    2 publications

    74 citations

  6. University of Turin

    Turin, Italy

    1 h-index

    1 publications

    33 citations

  7. International Institute for Applied Systems Analysis

    Laxenburg, Austria

    1 h-index

    1 publications

    26 citations

  8. Netherlands Institute for Social Research

    The Hague, The Netherlands

    1 h-index

    1 publications

    26 citations

1–8 of 19

Venues

  1. Journal of Comparative Economics

    1 publications · 26 citations

    1

    h-index

  2. Health

    1 publications · 37 citations

    1

    h-index

  3. Proceedings of the National Academy of Sciences

    PNAS · 1 publications · 70 citations

    1

    h-index

  4. Econometric Theory

    1 publications · 16 citations

    1

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 1 publications · 84 citations

    1

    h-index

1–5