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subject:"Germany"
~person:"Baltagi, Badi H."
~person:"Lütkepohl, Helmut"
~subject:"Kointegration"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Estimation theory"
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Germany
Kointegration
Monte Carlo simulation
Estimation theory
93
Schätztheorie
93
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36
Panel study
36
Theorie
36
Theory
36
Time series analysis
23
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23
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13
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12
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Money demand
5
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14
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Baltagi, Badi H.
Lütkepohl, Helmut
Phillips, Peter C. B.
14
Winkelmann, Rainer
10
Paruolo, Paolo
9
Lechner, Michael
8
Ramírez, Miguel D.
8
Tsionas, Efthymios G.
8
Wagner, Martin
8
Johansen, Søren
7
Boswijk, Herman Peter
6
Kurita, Takamitsu
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Dufour, Jean-Marie
5
Li, Qi
5
Li, Yong
5
Wang, Qiying
5
Wolters, Jürgen
5
Zhang, Xibin
5
Cavaliere, Giuseppe
4
Fingleton, Bernard
4
Gao, Jiti
4
Hoffman, Dennis L.
4
Juodis, Artūras
4
Kilian, Lutz
4
Koopman, Siem Jan
4
Korn, Ralf
4
Lux, Thomas
4
Moosa, Imad A.
4
Månsson, Kristofer
4
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Rasche, Robert H.
4
Schorfheide, Frank
4
Sun, Yiguo
4
Tang, Chor Foon
4
Taylor, Robert
4
Tu, Yundong
4
Agiakloglou, Christos N.
3
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Econometric theory
2
Annales d'économie et de statistique
1
Econometric reviews
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
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1
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1
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ECONIS (ZBW)
15
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1
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15
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1
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
Saved in:
2
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 554-572
Persistent link: https://www.econbiz.de/10003802390
Saved in:
3
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
Saved in:
4
Adaptive estimation of heteroskedastic error component models
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10002655589
Saved in:
5
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Saved in:
6
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Saved in:
7
On instrumental variable estimation of semiparametric dynamic panel data models
Baltagi, Badi H.
;
Li, Qi
- In:
Economics letters
76
(
2002
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001671967
Saved in:
8
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:
9
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:
10
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:
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