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accessRights:"free"
person:"Nielsen, Jens Perch"
~language:"eng"
~person:"Andrews, Donald W. K."
~person:"Cai, Zongwu"
~person:"Croux, Christophe"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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VAR model
Estimation theory
146
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Regression analysis
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Induktive Statistik
34
Statistical inference
34
Robust statistics
33
Robustes Verfahren
33
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29
Momentenmethode
29
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29
Nonparametric statistics
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Estimation
25
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25
Time series analysis
22
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15
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14
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Kleinste-Quadrate-Methode
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Least squares method
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Nielsen, Jens Perch
Andrews, Donald W. K.
Cai, Zongwu
Croux, Christophe
Lütkepohl, Helmut
38
Staszewska-Bystrova, Anna
20
Winker, Peter
20
Kilian, Lutz
16
Inoue, Atsushi
14
Bruns, Martin
10
Sentana, Enrique
8
Johansen, Søren
7
Amengual, Dante
6
Athanasopoulos, George
6
Brüggemann, Ralf
6
Fiorentini, Gabriele
6
Kapetanios, George
6
Koop, Gary
6
Schlaak, Thore
6
Theodoridis, Konstantinos
6
Vahid, Farshid
6
Chan, Joshua
5
Chevillon, Guillaume
5
Chudik, Alexander
5
Hecq, Alain W. J.
5
Nielsen, Bent
5
Peng, Bin
5
Piffer, Michele
5
Bognanni, Mark
4
Bruder, Stefan
4
Callot, Laurent
4
Cubadda, Gianluca
4
Gao, Jiti
4
Hartwig, Benny
4
Huber, Florian
4
Kurita, Takamitsu
4
Liu, Xiyuan
4
Milunovich, George
4
Pesaran, M. Hashem
4
Rodriguez, Gabriel
4
Saikkonen, Pentti
4
Teräsvirta, Timo
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Working papers series in theoretical and applied economics
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KBI
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ECONIS (ZBW)
7
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1
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
3
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu
;
Liu, Xiyuan
-
2021
Persistent link: https://www.econbiz.de/10012602647
Saved in:
4
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu
;
Liu, Xiyuan
-
2020
Persistent link: https://www.econbiz.de/10012312878
Saved in:
5
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
6
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
7
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
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