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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~accessRights:"restricted"
~person:"Härdle, Wolfgang"
~person:"Lütkepohl, Helmut"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
Estimation
Forecasting model
Time series analysis
Estimation theory
15
Schätztheorie
15
VAR model
9
VAR-Modell
9
Zeitreihenanalyse
7
Heteroscedasticity
6
Heteroskedastizität
6
Schätzung
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Structural vector autoregression
4
ARCH model
3
ARCH-Modell
3
Conditional heteroskedasticity
3
Regression analysis
3
Bootstrap
2
GARCH
2
Heteroskedasticity
2
Identification via heteroskedasticity
2
Impulse responses
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Proxy VAR
2
Schock
2
Shock
2
Vector autoregressive process
2
ANOVA decomposition
1
Börsenkurs
1
CIR model
1
CoVaR
1
Cointegration
1
Composite quasi-maximum likelihood estimation
1
Confidence band
1
Core
1
Davies’ problem
1
Deutschland
1
Entropie
1
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12
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Article in journal
Aufsatzsammlung
Bibliografie
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12
Arbeitspapier
1
Graue Literatur
1
Working Paper
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English
13
Author
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Härdle, Wolfgang
Lütkepohl, Helmut
Phillips, Peter C. B.
19
Gao, Jiti
17
Linton, Oliver
16
Tsionas, Efthymios G.
15
Cai, Zongwu
14
Tu, Yundong
14
Marcellino, Massimiliano
13
Kapetanios, George
12
Kumbhakar, Subal
12
Su, Liangjun
12
Westerlund, Joakim
12
Li, Degui
11
Zhang, Xinyu
11
Li, Jia
10
Li, Qi
10
Sun, Yiguo
10
Taylor, Robert
10
Baltagi, Badi H.
9
Chen, Songnian
9
Demetrescu, Matei
9
Francq, Christian
8
Koopman, Siem Jan
8
Kumar, Dilip
8
Peng, Liang
8
Todorov, Viktor
8
Wang, Shouyang
8
Zhu, Ke
8
Escanciano, Juan Carlos
7
Lee, Ji Hyung
7
Park, Joon Y.
7
Parmeter, Christopher F.
7
Shang, Han Lin
7
Tauchen, George Eugene
7
Teräsvirta, Timo
7
Wang, Qiying
7
Xiao, Zhijie
7
Breunig, Christoph
6
Dong, Chaohua
6
Fan, Jianqing
6
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
2
Discussion paper / Centre for Economic Policy Research
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of economic surveys
1
Journal of forecasting
1
The econometrics journal
1
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ECONIS (ZBW)
13
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1
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:
2
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:
3
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:
4
Analysis of deviance for hypothesis testing in generalized partially linear models
Härdle, Wolfgang
;
Huang, Li-Shan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 322-333
Persistent link: https://www.econbiz.de/10012177353
Saved in:
5
Single-index-based CoVaR with very high-dimensional covariates
Fan, Yan
;
Härdle, Wolfgang
;
Wang, Weining
;
Zhu, Lixing
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 212-226
Persistent link: https://www.econbiz.de/10011894611
Saved in:
6
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:
7
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
8
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
9
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
10
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:
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