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person:"Runde, Ralf"
subject:"Deutschland"
~person:"Lütkepohl, Helmut"
~person:"McAleer, Michael"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Deutschland
ARCH model
Estimation theory
206
Schätztheorie
206
Time series analysis
64
Zeitreihenanalyse
64
Theorie
62
Theory
62
VAR model
53
VAR-Modell
53
Estimation
24
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23
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19
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17
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17
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17
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16
Bootstrap-Verfahren
16
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15
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14
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14
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12
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11
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vector autoregressive process
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English
34
German
2
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Runde, Ralf
Lütkepohl, Helmut
McAleer, Michael
Francq, Christian
27
Zakoïan, Jean-Michel
23
Teräsvirta, Timo
22
Winkelmann, Rainer
22
Lechner, Michael
21
Hafner, Christian M.
16
Rahbek, Anders
16
Ardia, David
14
Wolters, Jürgen
14
Engle, Robert F.
13
Sheppard, Kevin
13
Audrino, Francesco
12
Härdle, Wolfgang
12
Krämer, Walter
12
Kumar, Dilip
12
Linton, Oliver
11
Bauwens, Luc
10
Silvennoinen, Annastiina
10
Yang, Lijian
10
Bekaert, Geert
9
Pedersen, Rasmus Søndergaard
9
Shephard, Neil G.
9
Trojani, Fabio
9
Wunsch, Conny
9
Feng, Yuanhua
8
Fiorentini, Gabriele
8
Nelson, Daniel B.
8
Preminger, Arie
8
Carnero, M. Angeles
7
Cavaliere, Giuseppe
7
Huber, Martin
7
Koopman, Siem Jan
7
Ling, Shiqing
7
Prono, Todd
7
Santa-Clara, Pedro
7
Abberger, Klaus
6
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Ekonomiska forskningsinstitutet <Stockholm>
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universität Dortmund
1
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
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2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Special issue on "money demand in Europe"
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ECONIS (ZBW)
36
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21
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:
22
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
23
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001421492
Saved in:
24
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:
25
Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander
-
1999
Persistent link: https://www.econbiz.de/10013422836
Saved in:
26
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:
27
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
28
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:
29
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000959254
Saved in:
30
Stochastic properties of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
2
,
pp. 281-306
Persistent link: https://www.econbiz.de/10001199242
Saved in:
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