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person:"Croux, Christophe"
subject:"Volatility"
~person:"Engle, Robert F."
~person:"Lütkepohl, Helmut"
~subject:"Theorie"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Theorie
Time series analysis
Estimation theory
204
Schätztheorie
204
Zeitreihenanalyse
82
VAR model
61
VAR-Modell
61
Theory
46
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37
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37
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28
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28
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24
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114
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Croux, Christophe
Engle, Robert F.
Lütkepohl, Helmut
Phillips, Peter C. B.
136
Härdle, Wolfgang
76
Pesaran, M. Hashem
75
Gao, Jiti
74
Gouriéroux, Christian
66
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.
42
Giles, David E. A.
41
Nielsen, Morten Ørregaard
40
Kapetanios, George
39
Lucas, André
39
Baltagi, Badi H.
37
Koop, Gary
37
Granger, C. W. J.
36
Stock, James H.
36
Zakoïan, Jean-Michel
36
Imbens, Guido
35
Perron, Pierre
34
Krämer, Walter
33
Monfort, Alain
33
Nelson, Daniel B.
33
Brännäs, Kurt
32
Ghysels, Eric
32
Haldrup, Niels
32
Li, Qi
32
Sibbertsen, Philipp
32
Bera, Anil K.
31
Harvey, Andrew C.
31
Ullah, Aman
31
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Discussion paper / Department of Economics, University of California San Diego
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3
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1
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1
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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
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Jingji-lunwen
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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ECONIS (ZBW)
114
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71
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
Saved in:
72
Large scale conditional covariance matrix modeling, estimation and testing
Ding, Zhuanxin
;
Engle, Robert F.
- In:
Jingji-lunwen
29
(
2001
)
2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10001652987
Saved in:
73
Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Neumann, Michael H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
Saved in:
74
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
75
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 553-574
Persistent link: https://www.econbiz.de/10001437341
Saved in:
76
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
-
1999
Persistent link: https://www.econbiz.de/10001373298
Saved in:
77
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
Saved in:
78
Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander
-
1999
Persistent link: https://www.econbiz.de/10013422836
Saved in:
79
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:
80
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
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