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person:"Runde, Ralf"
subject:"Deutschland"
~person:"Lütkepohl, Helmut"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Deutschland
Estimation theory
38
Schätztheorie
38
Theorie
19
Theory
19
Time series analysis
17
Zeitreihenanalyse
17
VAR model
12
VAR-Modell
12
Germany
11
Heteroscedasticity
6
Heteroskedastizität
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Estimation
5
Geldnachfrage
5
Money demand
5
Schätzung
5
Structural vector autoregression
5
Cointegration
4
Kointegration
4
1960-1992
3
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Conditional heteroskedasticity
3
Impulse responses
3
Share price
3
Dividend
2
Dividende
2
GARCH
2
Geldpolitik
2
Heteroskedasticity
2
Identification via heteroskedasticity
2
Monetary policy
2
Proxy VAR
2
Schock
2
Shock
2
Simulation
2
Vector autoregressive process
2
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Article
11
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Aufsatz in Zeitschrift
Book section
Article in journal
10
Graue Literatur
8
Non-commercial literature
8
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7
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7
Aufsatz im Buch
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English
10
German
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Runde, Ralf
Lütkepohl, Helmut
Wolters, Jürgen
7
Feng, Yuanhua
5
Lechner, Michael
5
Winkelmann, Rainer
5
Krämer, Walter
4
Heiler, Siegfried
3
Paul, M. Thomas
3
Yang, Lijian
3
Abberger, Klaus
2
Ashtekar, Medha
2
Bekaert, Geert
2
Biefang-Frisancho Mariscal, Iris
2
Dankenbring, Henning
2
Ebner, Markus
2
Flaig, Gebhard
2
Fuchs, Johann
2
Funke, Michael
2
Georgoutsos, Demetris A.
2
Graf, Jürgen
2
Kouretas, Georgios P.
2
Missong, Martin
2
Neumann, Thorsten
2
Reimers, Hans-Eggert
2
Ridder, Thomas
2
Schlag, Christian
2
A'Walelu, Okyta
1
Ahmad, Yamin
1
Aistov, Andrej
1
Akiba, Hiroya
1
Andor, Mark
1
Ang, Andrew
1
Arbia, Giuseppa
1
Arminger, Gerhard
1
Asai, Manabu
1
Assenmacher, Walter
1
Ayuk, Elias T.
1
Baillie, Richard
1
Baillie, Richard T.
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of econometrics
2
Econometric analysis of financial markets
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Special issue on "money demand in Europe"
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ECONIS (ZBW)
11
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10
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11
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Stabilitätsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansätze zur Modellierung variierender Regressionskoeffizienten
Lütkepohl, Helmut
- In:
Kredit und Kapital
28
(
1995
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10001178361
Saved in:
10
Some pitfalls in using empirical autocorrelations to test for zero correlation among common stock returns
Krämer, Walter
- In:
Econometric analysis of financial markets
,
(pp. 1-10)
.
1994
Persistent link: https://www.econbiz.de/10001284440
Saved in:
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