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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"afr"
~language:"eng"
~person:"Christiano, Lawrence J."
~person:"Lütkepohl, Helmut"
~person:"Post, Thierry"
~subject:"Konjunktur"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
United States
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Theory
8
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4
Statistical theory
3
Statistische Methodenlehre
3
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Christiano, Lawrence J.
Lütkepohl, Helmut
Post, Thierry
Ghysels, Eric
8
Koop, Gary
7
Diebold, Francis X.
6
Engle, Robert F.
6
Gregory, Allan W.
6
Hall, Alastair R.
6
Imbens, Guido
6
Leybourne, Stephen James
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4
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4
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4
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4
Lanne, Markku
4
Lesage, James P.
4
Marcellino, Massimiliano
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McCabe, Brendan Peter Martin
4
Palm, Franz C.
4
Patton, Andrew J.
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Racine, Jeffrey
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Sentana, Enrique
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Stock, James H.
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3
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3
Cheung, Yin-Wong
3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
10
Econometric theory
9
Journal of monetary economics
7
Economics letters
6
Federal Reserve Bank of Minneapolis quarterly review
6
Journal of economic dynamics & control
5
The American economic review
5
International journal of forecasting
4
Journal of banking & finance
4
Journal of money, credit and banking : JMCB
4
Journal of productivity analysis
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The econometrics journal
4
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of political economy
3
Oxford bulletin of economics and statistics
3
The review of economics and statistics
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Journal of economic theory
2
Macroeconomic dynamics
2
American economic journal : a journal of the American Economic Association
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrics : open access journal
1
Economic perspectives
1
Economic review
1
European economic review : EER
1
European journal of operational research : EJOR
1
Handbook of monetary economics ; Vol. 3,A
1
International Seminar on Macroeconomics
1
International economic review
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of applied econometrics
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of economic literature
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Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of the European Economic Association
1
Modeling money and studying monetary policy
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ECONIS (ZBW)
8
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1
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
2
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 159-168
Persistent link: https://www.econbiz.de/10003992825
Saved in:
3
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
Saved in:
4
Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
Saved in:
5
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
6
Searching for a break in GNP
Christiano, Lawrence J.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 237-250
Persistent link: https://www.econbiz.de/10001126540
Saved in:
7
Linear-quadratic approximation and value-function iteration : a comparison
Christiano, Lawrence J.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001081587
Saved in:
8
Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
Saved in:
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