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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Lütkepohl, Helmut"
~subject:"Estimation theory"
~subject:"Germany"
~subject:"Theorie"
~subject:"Time series analysis"
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Croux, Christophe
Engle, Robert F.
Hendry, David F.
Lütkepohl, Helmut
Baltagi, Badi H.
6
Krämer, Walter
5
Agiakloglou, Christos N.
3
Lechner, Michael
3
Egger, Peter
2
Ericsson, Neil R.
2
Huber, Martin
2
Lee, Hyejin
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Maki, Daiki
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2
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2
Meng, Ming
2
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2
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2
Runde, Ralf
2
Siliverstovs, Boriss
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Su, Liangjun
2
Tran, Kien C.
2
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2
Winkelmann, Rainer
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1
Ash, J. C. K
1
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1
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1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
KBI
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
Discussion paper / Department of Economics, University of California San Diego
11
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
Oxford bulletin of economics and statistics
8
Econometric theory
7
Journal of econometrics
7
DIW Berlin Discussion Paper
6
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
Economics discussion papers
5
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic dynamics & control
5
Department of Economics discussion paper series / University of Oxford
4
SFB 649 discussion paper
4
Advanced texts in econometrics
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
EUI working paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
NBER Working Paper
3
NBER working paper series
3
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3
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2
Handbook of econometrics : volume 2
2
Handbook of econometrics ; Vol. 2
2
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2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Journal of applied econometrics
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Special issue on "money demand in Europe"
2
The econometrics journal
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ECONIS (ZBW)
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Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
Saved in:
2
Encompassing and rational expectations : how sequential corroboration can imply refutation
Ericsson, Neil R.
;
Hendry, David F.
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001353406
Saved in:
3
A money demand system for German M3
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 371-386
Persistent link: https://www.econbiz.de/10001338278
Saved in:
4
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
Hendry, David F.
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 267-294
Persistent link: https://www.econbiz.de/10001338283
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