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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of economic dynamics & control"
~person:"Lütkepohl, Helmut"
~person:"Newey, Whitney K."
~subject:"Schätztheorie"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Share price
Schätztheorie
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Estimation theory
4
Structural vector autoregression
3
VAR model
3
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3
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2
ARCH-Modell
2
Conditional heteroskedasticity
2
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Stambaugh, Robert F.
Lütkepohl, Helmut
Newey, Whitney K.
Boudreault, Mathieu
2
Cogley, Timothy
2
Den Haan, Wouter J.
2
Grazzini, Jakob
2
Kukacka, Jiri
2
Lux, Thomas
2
Papp, Tamás K.
2
Reiter, Michael
2
Richiardi, Matteo
2
Tucci, Marco Paolo
2
Almeida, Caio
1
Amaya, Diego
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1
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Barunik, Jozef
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1
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1
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1
Bochereau, L.
1
Boer, Lukas
1
Bogomolova, Anna
1
Bourgine, Paul
1
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1
Broadie, Mark
1
Böhl, Gregor
1
Cabrales, Antonio
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Chadha, Jagjit
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Chen, Baoline
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Chiaromonte, Francesca
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1
Chow, Gregory C.
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Coakley, Jerry
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1
Evans, Charles
1
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Journal of economic dynamics & control
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of econometrics
14
Econometric theory
12
Working paper / Massachusetts Institute of Technology, Department of Economics
7
DIW Berlin Discussion Paper
6
Discussion papers of interdisciplinary research project 373
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric Research Program research memorandum
5
NBER Working Paper
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Quantitative economics : QE ; journal of the Econometric Society
4
SFB 649 discussion paper
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Working papers / Rutgers University, Department of Economics
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Working papers / Department of Economics, Eller College
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Discussion paper / University of Bristol, Department of Economics
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Econometric reviews
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Essays in honor of Jerry Hausman
2
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
2
International journal of forecasting
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Journal of applied econometrics
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Oxford bulletin of economics and statistics
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The econometrics journal
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The review of economics and statistics
2
Advances in econometrics
1
Annales d'économie et de statistique
1
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
1
CESifo working papers
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CREATES research paper
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Cowles Foundation discussion paper
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ECONIS (ZBW)
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1
Qualitative versus quantitative external information for proxy vector autoregressive analysis
Boer, Lukas
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668854
Saved in:
2
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
3
Testing for identification in SVAR-GARCH models
Lütkepohl, Helmut
;
Milunovich, George
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 241-258
Persistent link: https://www.econbiz.de/10011709107
Saved in:
4
Impulse response analysis of cointegrated systems
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
16
(
1992
)
1
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001115981
Saved in:
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