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subject:"Estimation"
~person:"Lanne, Markku"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Trendbereinigung"
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Estimation
Zeitreihenanalyse
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20
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9
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6
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6
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Lanne, Markku
Gil-Alaña, Luis A.
172
Phillips, Peter C. B.
87
Gupta, Rangan
78
Franses, Philip Hans
75
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Perron, Pierre
47
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Teräsvirta, Timo
44
Chang, Tsangyao
42
Harvey, Andrew C.
42
Koopman, Siem Jan
42
McAleer, Michael
37
Lütkepohl, Helmut
36
Koop, Gary
35
Harvey, David I.
33
Hassler, Uwe
31
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
30
Granger, C. W. J.
29
Ghysels, Eric
27
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Sibbertsen, Philipp
26
Bahmani-Oskooee, Mohsen
25
Kapetanios, George
25
Linton, Oliver
25
Robinson, Peter M.
25
Swanson, Norman R.
25
Herwartz, Helmut
24
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Gao, Jiti
23
Hyndman, Rob J.
23
Johansen, Søren
23
Lucas, André
23
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International journal of forecasting
3
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3
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
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ECONIS (ZBW)
20
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1
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
2
GMM estimation of non-Gaussian structural vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10012424500
Saved in:
3
A comment on "on inflation expectations in the NKPC model"
Lanne, Markku
;
Luoto, Jani
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1865-1867
Persistent link: https://www.econbiz.de/10012215900
Saved in:
4
Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 288-304
Persistent link: https://www.econbiz.de/10011818296
Saved in:
5
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
6
Noncausal Bayesian vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1392-1406
Persistent link: https://www.econbiz.de/10011687545
Saved in:
7
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
Saved in:
8
Autoregression-based estimation of the new Keynesian Philips curve
Lanne, Markku
;
Luoto, Jani
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 561-570
Persistent link: https://www.econbiz.de/10009710493
Saved in:
9
Overnight stock returns and realized volatility
Ahoniemi, Katja
;
Lanne, Markku
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 592-604
Persistent link: https://www.econbiz.de/10010212465
Saved in:
10
Optimal forecasting of noncausal autoregressive time series
Lanne, Markku
;
Luoto, Jani
;
Saikkonen, Pentti
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 623-631
Persistent link: https://www.econbiz.de/10009659890
Saved in:
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