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subject:"Germany"
~person:"Li, Qi"
~person:"Lütkepohl, Helmut"
~subject:"GARCH"
~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
GARCH
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Estimation theory
90
Schätztheorie
90
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38
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38
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
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23
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23
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13
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13
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12
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12
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11
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7
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7
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6
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17
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Li, Qi
Lütkepohl, Helmut
Phillips, Peter C. B.
14
Winkelmann, Rainer
10
Paruolo, Paolo
9
Tsionas, Efthymios G.
9
Lechner, Michael
8
Ramírez, Miguel D.
8
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8
Johansen, Søren
7
Boswijk, Herman Peter
6
Dufour, Jean-Marie
6
Kurita, Takamitsu
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
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
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3
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Journal of econometrics
3
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3
Econometric theory
2
Annales d'économie et de statistique
1
Annals of economics and finance
1
Economics letters
1
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
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1
Kredit und Kapital
1
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1
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
18
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1
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10
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18
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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
Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Wang, Luya
;
Liang, Zhongwen
;
Lin, Juan
;
Li, Qi
- In:
Annals of economics and finance
16
(
2015
)
2
,
pp. 353-369
Persistent link: https://www.econbiz.de/10011428164
Saved in:
5
Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
Saved in:
6
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
Saved in:
7
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:
8
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:
9
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:
10
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:
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