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subject:"Germany"
~person:"Lütkepohl, Helmut"
~person:"Winkelmann, Rainer"
~subject:"Börsenkurs"
~subject:"Monte Carlo simulation"
~subject:"Regressionsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Börsenkurs
Monte Carlo simulation
Regressionsanalyse
Estimation theory
45
Schätztheorie
45
Theorie
21
Theory
21
Time series analysis
15
Zeitreihenanalyse
15
Deutschland
12
VAR model
12
VAR-Modell
12
Estimation
9
Schätzung
9
Heteroscedasticity
6
Heteroskedastizität
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Geldnachfrage
5
Money demand
5
Structural vector autoregression
5
Cointegration
4
Kointegration
4
ARCH model
3
ARCH-Modell
3
Conditional heteroskedasticity
3
Impulse responses
3
Regression analysis
3
GARCH
2
Geldpolitik
2
Heteroskedasticity
2
Identification via heteroskedasticity
2
Markov chain
2
Markov-Kette
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Monetary policy
2
Nichtparametrisches Verfahren
2
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2
Proxy VAR
2
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15
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Aufsatz in Zeitschrift
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Lütkepohl, Helmut
Winkelmann, Rainer
Phillips, Peter C. B.
20
Linton, Oliver
18
Su, Liangjun
17
Tsionas, Efthymios G.
16
Chen, Songnian
14
Li, Qi
14
Cai, Zongwu
13
Sun, Yiguo
12
Westerlund, Joakim
12
Tu, Yundong
11
Baltagi, Badi H.
10
Hansen, Christian Bailey
10
Parmeter, Christopher F.
10
Florens, Jean-Pierre
9
Galvão Júnior, Antônio Fialho
9
Gao, Jiti
9
Hansen, Bruce E.
9
Kapetanios, George
9
Maheswaran, S.
9
Otsu, Taisuke
9
Tauchen, George Eugene
9
Xiao, Zhijie
9
Yu, Ping
9
Chernozhukov, Victor
8
Escanciano, Juan Carlos
8
Henderson, Daniel J.
8
Lechner, Michael
8
Li, Jia
8
Racine, Jeffrey
8
Wang, Hansheng
8
Wang, Qiying
8
Agiakloglou, Christos N.
7
Kumbhakar, Subal
7
Li, Degui
7
Newey, Whitney K.
7
Perron, Pierre
7
Robinson, Peter M.
7
Todorov, Viktor
7
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Health economics
2
Journal of econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Jahrbücher für Nationalökonomie und Statistik
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
Kredit und Kapital
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Special issue on "money demand in Europe"
1
Swiss journal of economics and statistics
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ECONIS (ZBW)
15
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1
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10
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15
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1
A flexible copula regression model with Bernoulli and Tweedie margins for estimating the effect of spending on mental health
Marra, Giampiero
;
Fasiolo, Matteo
;
Radice, Rosalba
; …
- In:
Health economics
32
(
2023
)
6
,
pp. 1305-1322
Persistent link: https://www.econbiz.de/10014278046
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
Ordered response models
Boes, Stefan
;
Winkelmann, Rainer
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003285372
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
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:
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