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subject:"Germany"
~person:"Lütkepohl, Helmut"
~person:"Winkelmann, Rainer"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
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Estimation theory
45
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21
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15
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Lütkepohl, Helmut
Winkelmann, Rainer
Francq, Christian
18
Zakoïan, Jean-Michel
16
Kumar, Dilip
14
Maheswaran, S.
10
Tauchen, George Eugene
10
Teräsvirta, Timo
9
Lechner, Michael
8
Li, Jia
8
Rahbek, Anders
8
Tsionas, Efthymios G.
8
Bauwens, Luc
7
McAleer, Michael
7
Shephard, Neil G.
7
Todorov, Viktor
7
Ardia, David
6
Dufour, Jean-Marie
6
Engle, Robert F.
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Ling, Shiqing
6
Linton, Oliver
6
Luger, Richard
6
Paolella, Marc S.
6
Zhang, Xibin
6
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5
Faff, Robert W.
5
Hafner, Christian M.
5
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5
Jondeau, Eric
5
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5
Li, Guodong
5
Li, Wai Keung
5
Li, Yong
5
Mykland, Per A.
5
Sucarrat, Genaro
5
Tsay, Ruey S.
5
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5
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5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic dynamics & control
3
Journal of econometrics
2
Health economics
1
Jahrbücher für Nationalökonomie und Statistik
1
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1
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1
Journal of economic surveys
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ECONIS (ZBW)
16
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1
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10
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16
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1
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:
2
Econometric analysis of ratings - with an application to health and wellbeing
Studer, Raphael
;
Winkelmann, Rainer
- In:
Swiss journal of economics and statistics
153
(
2017
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011662086
Saved in:
3
An econometric model of healthcare demand with nonlinear pricing
Kunz, Johannes
;
Winkelmann, Rainer
- In:
Health economics
26
(
2017
)
6
,
pp. 691-702
Persistent link: https://www.econbiz.de/10011815733
Saved in:
4
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:
5
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:
6
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:
7
Zur korrekten Interpretation der Ergebnisse einer log-linearen Regression bei Heteroskedastie : eine methodische Untersuchung mit einer Anwendung auf die relativen Löhne von Auslän...
Winkelmann, Rainer
- In:
Jahrbücher für Nationalökonomie und Statistik
221
(
2001
)
4
,
pp. 418-431
Persistent link: https://www.econbiz.de/10001598462
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
Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
Saved in:
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