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subject:"Regression analysis"
type_genre:"Lehrbuch"
~person:"Lütkepohl, Helmut"
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Estimation theory"
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Regression analysis
Schätzung
Time series analysis
Estimation theory
32
Schätztheorie
32
Zeitreihenanalyse
15
Theorie
13
Theory
13
VAR model
12
VAR-Modell
12
Deutschland
7
Germany
7
Estimation
6
Geldnachfrage
6
Heteroscedasticity
6
Heteroskedastizität
6
Money demand
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Structural vector autoregression
5
Cointegration
4
Kointegration
4
ARCH model
3
ARCH-Modell
3
Conditional heteroskedasticity
3
Impulse responses
3
GARCH
2
Geldpolitik
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Heteroskedasticity
2
Identification via heteroskedasticity
2
Monetary policy
2
Proxy VAR
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Schock
2
Shock
2
Vector autoregressive process
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Währungsunion
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00.12.1994
1
1960-1992
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1960-1994
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1976-1996
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Lehrbuch
Aufsatz in Zeitschrift
Collection of articles of several authors
Arbeitspapier
27
Working Paper
27
Graue Literatur
26
Non-commercial literature
26
Article in journal
17
Konferenzschrift
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Lütkepohl, Helmut
Phillips, Peter C. B.
48
Linton, Oliver
35
Su, Liangjun
27
Gao, Jiti
24
Li, Qi
24
Baltagi, Badi H.
22
Cai, Zongwu
21
Harvey, Andrew C.
21
Kumbhakar, Subal
20
Westerlund, Joakim
20
Leybourne, Stephen James
19
Taylor, Robert
19
Kapetanios, George
18
Perron, Pierre
18
Xiao, Zhijie
18
Johansen, Søren
17
Robinson, Peter M.
16
Teräsvirta, Timo
16
Baillie, Richard
15
Chen, Songnian
15
Sun, Yiguo
15
Tsionas, Efthymios G.
15
Chambers, Marcus J.
14
Escanciano, Juan Carlos
14
Hassler, Uwe
14
Koop, Gary
14
Tauchen, George Eugene
14
Ullah, Aman
14
Lesage, James P.
13
Parmeter, Christopher F.
13
Tu, Yundong
13
White, Halbert
13
Chen, Xiaohong
12
Fan, Jianqing
12
Hsiao, Cheng
12
Kumar, Dilip
12
Li, Degui
12
Park, Joon Y.
12
Pesaran, M. Hashem
12
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Workshop on Money Demand in Europe <1997, Berlin>
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Econometric theory
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3
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Computational economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic surveys
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ECONIS (ZBW)
18
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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
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