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subject:"Germany"
~person:"Lütkepohl, Helmut"
~person:"Winkelmann, Rainer"
~subject:"Börsenkurs"
~subject:"Monte Carlo simulation"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Börsenkurs
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Time series analysis
Estimation theory
45
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45
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21
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15
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Lütkepohl, Helmut
Winkelmann, Rainer
Phillips, Peter C. B.
28
Leybourne, Stephen James
18
Taylor, Robert
17
Teräsvirta, Timo
17
Linton, Oliver
16
Harvey, Andrew C.
15
Gao, Jiti
14
Johansen, Søren
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Perron, Pierre
13
Koopman, Siem Jan
12
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Baltagi, Badi H.
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Li, Qi
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Robinson, Peter M.
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Xiao, Zhijie
11
Kapetanios, George
10
Koop, Gary
10
Li, Jia
10
Lucas, André
10
Maheswaran, S.
10
McAleer, Michael
10
Zakoïan, Jean-Michel
10
Zhu, Ke
10
Bauwens, Luc
9
Harvey, David I.
9
Hendry, David F.
9
Hong, Yongmiao
9
Pesaran, M. Hashem
9
Westerlund, Joakim
9
Agiakloglou, Christos N.
8
Chan, Ngai Hang
8
Chen, Xiaohong
8
Francq, Christian
8
Franses, Philip Hans
8
Ghysels, Eric
8
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of econometrics
4
Journal of economic dynamics & control
3
Econometric theory
2
International journal of forecasting
2
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2
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1
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1
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Special issue on "money demand in Europe"
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ECONIS (ZBW)
26
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1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
3
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
4
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:
5
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
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