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subject:"Deutschland"
subject:"Forecasting model"
~person:"Lütkepohl, Helmut"
~person:"Tu, Yundong"
~subject:"Risiko"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risiko
Statistical distribution
Estimation theory
49
Schätztheorie
49
Time series analysis
18
Zeitreihenanalyse
18
Theorie
13
Theory
13
VAR model
13
VAR-Modell
13
Regression analysis
11
Regressionsanalyse
11
Heteroscedasticity
9
Heteroskedastizität
9
Cointegration
8
Estimation
8
Kointegration
8
Schätzung
8
Germany
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Prognoseverfahren
6
Geldnachfrage
5
Money demand
5
Structural vector autoregression
5
Autocorrelation
4
Autokorrelation
4
ARCH model
3
ARCH-Modell
3
Conditional heteroskedasticity
3
Einheitswurzeltest
3
Impulse responses
3
Nichtlineare Regression
3
Nonlinear regression
3
Predictive regression
3
Unit root test
3
Bagging
2
Balanced regression
2
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4
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Article
13
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Aufsatz in Zeitschrift
Article in journal
13
Arbeitspapier
6
Working Paper
6
Graue Literatur
5
Non-commercial literature
5
Conference paper
1
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1
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English
12
German
1
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All
Lütkepohl, Helmut
Tu, Yundong
Kumar, Dilip
11
Phillips, Peter C. B.
10
Peng, Liang
9
Ullah, Aman
9
Swanson, Norman R.
8
Wu, Ximing
8
Cai, Zongwu
7
Linton, Oliver
7
Nadarajah, Saralees
7
Paolella, Marc S.
7
Baltagi, Badi H.
6
Bera, Anil K.
6
Demetrescu, Matei
6
Hoga, Yannick
6
Kapetanios, George
6
Lahiri, Kajal
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Taylor, James W.
6
Teräsvirta, Timo
6
Tsay, Ruey S.
6
Winkelmann, Rainer
6
Baillie, Richard
5
Chen, Yi-ting
5
Corradi, Valentina
5
Fan, Jianqing
5
Fosten, Jack
5
Guillou, Armelle
5
Koop, Gary
5
Lechner, Michael
5
Lee, Ji Hyung
5
Lucas, André
5
McCracken, Michael W.
5
Parmeter, Christopher F.
5
Rodrigues, Paulo M. M.
5
Rossi, Barbara
5
Shi, Yanlin
5
White, Halbert
5
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Journal of econometrics
4
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
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
Journal of empirical finance
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Special issue on "money demand in Europe"
1
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ECONIS (ZBW)
13
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1
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10
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13
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1
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
2
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
3
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
4
Forecasting cointegrated nonstationary time series with time-varying variance
Tu, Yundong
;
Yi, Yanping
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10011743781
Saved in:
5
Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
Saved in:
6
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
Saved in:
7
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:
8
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:
9
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:
10
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:
1
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