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subject:"Indien"
subject:"Sparen"
~person:"Lütkepohl, Helmut"
~person:"Pesaran, M. Hashem"
~subject:"Cointegration"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Indien
Sparen
Cointegration
Theory
Estimation theory
69
Schätztheorie
69
Theorie
34
Time series analysis
23
Zeitreihenanalyse
23
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15
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15
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12
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37
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Lütkepohl, Helmut
Pesaran, M. Hashem
Phillips, Peter C. B.
43
Andrews, Donald W. K.
30
Li, Qi
27
Newey, Whitney K.
27
Baltagi, Badi H.
23
Ohtani, Kazuhiro
21
McAleer, Michael
20
Giles, David E. A.
19
Gouriéroux, Christian
18
Horowitz, Joel
18
Krämer, Walter
18
Lee, Lung-fei
18
Robinson, Peter M.
18
Johansen, Søren
17
King, Maxwell L.
17
Ullah, Aman
17
Granger, C. W. J.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Perron, Pierre
15
Schmidt, Peter
15
Bai, Jushan
14
Hendry, David F.
14
Hsiao, Cheng
14
Kelejian, Harry H.
14
Bera, Anil K.
13
Franses, Philip Hans
13
Godfrey, L. G.
13
Rilstone, Paul
13
Smith, Richard J.
13
Chambers, Marcus J.
12
Ghysels, Eric
12
Haldrup, Niels
12
Hill, Rufus Carter
12
Imbens, Guido
12
Linton, Oliver
12
Paruolo, Paolo
12
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Econometric theory
6
Journal of econometrics
5
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3
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3
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3
Oxford bulletin of economics and statistics
3
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2
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2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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1
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1
On modelling the long run in applied economics
1
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ECONIS (ZBW)
37
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
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
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
4
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
;
Pesaran, M. Hashem
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
Saved in:
5
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
Saved in:
6
Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 967-1012
Persistent link: https://www.econbiz.de/10003346168
Saved in:
7
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:
8
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:
9
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
- In:
Econometric theory
21
(
2005
)
4
,
pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Saved in:
10
Forecast uncertainties in macroeconomic modeling : an application to the UK economy
Garratt, Anthony
;
Lee, Kevin C.
;
Pesaran, M. Hashem
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 829-838
Persistent link: https://www.econbiz.de/10001971275
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