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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lütkepohl, Helmut"
~person:"Robinson, Peter M."
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Sammelwerk"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Estimation theory
3
Schätztheorie
3
Zeitreihenanalyse
2
Cereal product
1
Deutschland
1
Economic indicator
1
Estimation
1
Germany
1
Getreideprodukt
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Heteroscedasticity
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Heteroskedastizität
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Identification through heteroscedasticity
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Proxy VAR
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Schätzung
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Structural vector autoregression
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Theorie
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Theory
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Lütkepohl, Helmut
Robinson, Peter M.
Su, Liangjun
4
Franses, Philip Hans
3
Gao, Jiti
3
Ghysels, Eric
3
Akgiray, Vedat
2
Bera, Anil K.
2
Bollerslev, Tim
2
Escanciano, Juan Carlos
2
González-Rivera, Gloria
2
Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Koop, Gary
2
Liesenfeld, Roman
2
Nielsen, Morten Ørregaard
2
Peng, Bin
2
Qin, Jing
2
Russell, Jeffrey R.
2
Shao, Xiaofeng
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Song, Xiaojun
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Taylor, Robert
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Tjostheim, Dag
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2
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2
Van Keilegom, Ingrid
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Westerlund, Joakim
2
You, Jinhong
2
Zhu, Ke
2
Alfelt, Gustav
1
Altonji, Joseph G.
1
Amado, Cristina
1
Andrews, Donald W. K.
1
Angrist, Joshua D.
1
Ascorbebeitia, Jone
1
Bandi, Federico M.
1
Barigozzi, Matteo
1
Bauwens, Luc
1
Bodnar, Taras
1
Bondon, Pascal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Journal of econometrics
8
Econometric theory
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
Discussion papers of interdisciplinary research project 373
3
SFB 649 discussion paper
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Econometrics papers
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International journal of forecasting
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Journal of economic dynamics & control
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Suntory and Toyota International Centres for Economics and Related Disciplines
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The review of economic studies
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Computational economics
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Discussion paper series / LSE Financial Markets Group
1
EUI working paper / ECO
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Journal of economic surveys
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Lodz economics working papers
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Nonparametric dynamic modelling
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The econometrics journal
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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
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2
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
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