//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Lütkepohl, Helmut"
~subject:"VAR model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
VAR model
Estimation
8
Schätzung
8
VAR-Modell
7
Schock
5
Shock
5
Theorie
5
Theory
5
Heteroscedasticity
4
Heteroskedastizität
4
Time series analysis
4
Geldpolitik
3
Monetary policy
3
Bayes-Statistik
2
Bayesian inference
2
Cointegration
2
Estimation theory
2
Geldnachfrage
2
Identification through heteroskedasticity
2
Kointegration
2
Markov chain
2
Markov-Kette
2
Money demand
2
Schätztheorie
2
Structural vector autoregression
2
ARCH model
1
ARCH-Modell
1
Aggregation
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Conditional heteroskedasticity
1
Crude oil market
1
Deutschland
1
Divisia money
1
EU countries
1
EU-Staaten
1
Euro area
1
more ...
less ...
Online availability
All
Undetermined
Free
21
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
7
Author
All
Lütkepohl, Helmut
Gupta, Rangan
43
Gil-Alaña, Luis A.
38
Marcellino, Massimiliano
22
Gambetti, Luca
18
Forni, Mario
17
Chang, Tsangyao
14
Tiwari, Aviral Kumar
13
Sala, Luca
12
Moosa, Imad A.
11
Balcilar, Mehmet
10
Chan, Joshua
10
Li, Jia
10
Ranjbar, Omid
10
Salisu, Afees A.
10
Wohar, Mark E.
10
Caporale, Guglielmo Maria
9
Huber, Florian
9
Miller, Stephen M.
9
Guérin, Pierre
8
Koopman, Siem Jan
8
Lee, Chien-chiang
8
Ma, Feng
8
Todorov, Viktor
8
Bahmani-Oskooee, Mohsen
7
Ghysels, Eric
7
Jawadi, Fredj
7
Mumtaz, Haroon
7
Nonejad, Nima
7
Poon, Aubrey
7
Scharler, Johann
7
Wang, Yudong
7
Österholm, Pär
7
Baumeister, Christiane
6
Beckmann, Joscha
6
Bianchi, Francesco
6
Bollerslev, Tim
6
Boubaker, Heni
6
Canarella, Giorgio
6
Hammoudeh, Shawkat
6
more ...
less ...
Published in...
All
Economics letters
2
Journal of economic dynamics & control
2
Discussion paper / Centre for Economic Policy Research
1
Journal of economic surveys
1
Oxford bulletin of economics and statistics
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
3
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
4
Choosing between different time-varying volatility models for structural vector autoregressive analysis
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
4
,
pp. 715-735
Persistent link: https://www.econbiz.de/10011969506
Saved in:
5
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
Saved in:
6
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
Saved in:
7
Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander
-
1999
Persistent link: https://www.econbiz.de/10013422836
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->