//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Germany"
~person:"Lütkepohl, Helmut"
~subject:"GARCH"
~subject:"Kointegration"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Germany
GARCH
Kointegration
Monte Carlo simulation
Estimation theory
31
Schätztheorie
31
Time series analysis
15
Zeitreihenanalyse
15
Theorie
13
Theory
13
VAR model
12
VAR-Modell
12
Deutschland
7
Heteroscedasticity
6
Heteroskedastizität
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Estimation
5
Geldnachfrage
5
Money demand
5
Schätzung
5
Structural vector autoregression
5
Cointegration
4
ARCH model
3
ARCH-Modell
3
Conditional heteroskedasticity
3
Impulse responses
3
Geldpolitik
2
Heteroskedasticity
2
Identification via heteroskedasticity
2
Monetary policy
2
Proxy VAR
2
Schock
2
Shock
2
Vector autoregressive process
2
00.12.1994
1
1960-1992
1
1960-1994
1
1976-1996
1
Autocorrelation
1
Autokorrelation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Lehrbuch
Article in journal
13
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
12
German
1
Author
All
Lütkepohl, Helmut
Phillips, Peter C. B.
14
Winkelmann, Rainer
10
Paruolo, Paolo
9
Tsionas, Efthymios G.
9
Lechner, Michael
8
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
Boswijk, Herman Peter
6
Dufour, Jean-Marie
6
Kurita, Takamitsu
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Li, Qi
5
Li, Yong
5
Rahbek, Anders
5
Wang, Qiying
5
Wolters, Jürgen
5
Zhang, Xibin
5
Baltagi, Badi H.
4
Cavaliere, Giuseppe
4
Cook, Steven
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
Rasche, Robert H.
4
Sun, Yiguo
4
Tang, Chor Foon
4
Taylor, Robert
4
Tu, Yundong
4
Agiakloglou, Christos N.
3
more ...
less ...
Published in...
All
Journal of economic dynamics & control
3
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic surveys
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
Special issue on "money demand in Europe"
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
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
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:
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
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->