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person:"Croux, Christophe"
subject:"Volatility"
~person:"Engle, Robert F."
~person:"Lütkepohl, Helmut"
~subject:"Shock"
~subject:"Theorie"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Shock
Theorie
Time series analysis
Estimation theory
203
Schätztheorie
203
Zeitreihenanalyse
81
VAR model
59
VAR-Modell
59
Theory
46
Robust statistics
37
Robustes Verfahren
37
Estimation
27
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27
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24
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24
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22
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22
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17
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16
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English
117
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Croux, Christophe
Engle, Robert F.
Lütkepohl, Helmut
Phillips, Peter C. B.
136
Pesaran, M. Hashem
77
Härdle, Wolfgang
76
Gao, Jiti
73
Gouriéroux, Christian
67
Franses, Philip Hans
61
Koopman, Siem Jan
60
Swanson, Norman R.
53
Linton, Oliver
52
McAleer, Michael
52
Johansen, Søren
50
Andrews, Donald W. K.
49
Teräsvirta, Timo
48
Newey, Whitney K.
46
Robinson, Peter M.
44
Diebold, Francis X.
41
Giles, David E. A.
41
Nielsen, Morten Ørregaard
40
Kapetanios, George
39
Lucas, André
39
Koop, Gary
38
Baltagi, Badi H.
37
Stock, James H.
37
Granger, C. W. J.
36
Zakoïan, Jean-Michel
36
Imbens, Guido
35
Perron, Pierre
34
Kilian, Lutz
33
Krämer, Walter
33
Monfort, Alain
33
Nelson, Daniel B.
33
Brännäs, Kurt
32
Haldrup, Niels
32
Li, Qi
32
Sentana, Enrique
32
Sibbertsen, Philipp
32
Bera, Anil K.
31
Ghysels, Eric
31
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
National Bureau of Economic Research
2
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1
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1
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
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10
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10
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5
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4
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4
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3
DIW Berlin Discussion Paper
3
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3
International journal of forecasting
3
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3
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3
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3
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2
The review of economics and statistics
2
Chung-hua series of lectures by invited eminent economists
1
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Center for Economic Studies, Leuven
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of applied econometrics
1
Journal of econometric methods
1
Journal of economic surveys
1
Journal of forecasting
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Metrika : international journal for theoretical and applied statistics
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ECONIS (ZBW)
117
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81
Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander
-
1999
Persistent link: https://www.econbiz.de/10013422836
Saved in:
82
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
83
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
-
1998
Persistent link: https://www.econbiz.de/10000983784
Saved in:
84
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
85
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
Saved in:
86
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
87
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
88
Modified Wald tests under nonregular conditions
Lütkepohl, Helmut
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10001219971
Saved in:
89
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000939559
Saved in:
90
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
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