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person:"Kapetanios, George"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The econometrics journal"
~person:"Lütkepohl, Helmut"
~subject:"Economic indicator"
~subject:"Estimation theory"
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Kapetanios, George
Lütkepohl, Helmut
Gao, Jiti
4
Su, Liangjun
4
Franses, Philip Hans
3
Koop, Gary
3
Westerlund, Joakim
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The econometrics journal
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Journal of econometrics
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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DIW Berlin Discussion Paper
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IZA Discussion Paper
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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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Journal of applied econometrics
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Journal of economic surveys
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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1
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
2
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
3
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
4
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
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