//--> //--> //--> //-->
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:"Prognoseverfahren"
subject:"USA"
~person:"Lütkepohl, Helmut"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Mehrbändiges Werk"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
USA
Theorie
Time series analysis
Estimation theory
32
Schätztheorie
32
Zeitreihenanalyse
16
Theory
14
VAR model
12
VAR-Modell
12
Deutschland
7
Germany
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
Kointegration
4
ARCH model
3
ARCH-Modell
3
Conditional heteroskedasticity
3
Impulse responses
3
GARCH
2
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
7
Free
1
Type of publication
All
Article
23
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Book section
Mehrbändiges Werk
Arbeitspapier
27
Working Paper
27
Graue Literatur
25
Non-commercial literature
25
Article in journal
23
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Aufsatz im Buch
1
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
24
Author
All
Lütkepohl, Helmut
Phillips, Peter C. B.
55
Baltagi, Badi H.
39
Li, Qi
32
Andrews, Donald W. K.
30
Gouriéroux, Christian
30
Linton, Oliver
28
Newey, Whitney K.
28
Pesaran, M. Hashem
28
McAleer, Michael
26
Ullah, Aman
25
Leybourne, Stephen James
24
Robinson, Peter M.
24
Krämer, Walter
23
Ohtani, Kazuhiro
23
Hendry, David F.
22
King, Maxwell L.
22
Perron, Pierre
22
Giles, David E. A.
21
Granger, C. W. J.
20
Horowitz, Joel
20
Johansen, Søren
20
Teräsvirta, Timo
20
Harvey, Andrew C.
19
Taylor, Robert
19
Wooldridge, Jeffrey M.
19
Baillie, Richard
18
Gao, Jiti
18
Lee, Lung-fei
18
Bera, Anil K.
17
Ghysels, Eric
17
Hassler, Uwe
17
Hsiao, Cheng
17
Maddala, Gangadharrao S.
17
White, Halbert
17
Chambers, Marcus J.
16
Franses, Philip Hans
16
Hahn, Jinyong
16
Schmidt, Peter
16
Srivastava, Virendra K.
16
more ...
less ...
Published in...
All
Econometric theory
4
Journal of econometrics
3
Journal of economic dynamics & control
3
Econometric reviews
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Computational economics
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economic surveys
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
The econometrics journal
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
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
Saved in:
3
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
4
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:
5
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
Saved in:
6
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:
7
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:
8
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
Saved in:
9
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
Saved in:
10
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->