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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Baltagi, Badi H."
~person:"Härdle, Wolfgang"
~person:"Lütkepohl, Helmut"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"VAR-Modell"
~type:"article"
~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
VAR-Modell
Estimation theory
105
Schätztheorie
105
Theorie
42
Theory
42
Panel
34
Panel study
34
Time series analysis
23
Zeitreihenanalyse
23
Schätzung
16
Regression analysis
12
VAR model
12
Heteroscedasticity
10
Heteroskedastizität
10
Panel data
10
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Räumliche Interaktion
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Method of moments
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Geldnachfrage
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Money demand
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Structural vector autoregression
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Aufsatzsammlung
Bibliografie
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Aufsatz in Zeitschrift
39
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English
39
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Baltagi, Badi H.
Härdle, Wolfgang
Lütkepohl, Helmut
Phillips, Peter C. B.
28
Su, Liangjun
26
Linton, Oliver
23
Li, Qi
21
Cai, Zongwu
19
Kumbhakar, Subal
19
Kapetanios, George
17
Tsionas, Efthymios G.
17
Chen, Songnian
15
Tu, Yundong
15
Westerlund, Joakim
15
Gao, Jiti
13
Parmeter, Christopher F.
13
Sun, Yiguo
13
Ullah, Aman
13
Escanciano, Juan Carlos
12
Hsiao, Cheng
12
Kumar, Dilip
12
Lesage, James P.
12
Tauchen, George Eugene
12
Zhang, Xinyu
12
Florens, Jean-Pierre
11
Hsu, Yu-Chin
11
Koop, Gary
11
Pesaran, M. Hashem
11
Racine, Jeffrey
11
White, Halbert
11
Demetrescu, Matei
10
Henderson, Daniel J.
10
Li, Degui
10
Teräsvirta, Timo
10
Todorov, Viktor
10
Wang, Hansheng
10
Wooldridge, Jeffrey M.
10
Baillie, Richard
9
Galvão Júnior, Antônio Fialho
9
Hansen, Bruce E.
9
Hansen, Christian Bailey
9
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
4
The econometrics journal
4
Econometric theory
3
International journal of forecasting
3
Journal of economic dynamics & control
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Computational economics
1
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of theoretical and applied finance
1
Journal of economic surveys
1
Journal of the American Statistical Association : JASA
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Nonparametric dynamic modelling
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Regional science & urban economics
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ECONIS (ZBW)
39
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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
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
3
The Mundlak spatial estimator
Baltagi, Badi H.
-
2023
Persistent link: https://www.econbiz.de/10014382630
Saved in:
4
The two-way Mundlak estimator
Baltagi, Badi H.
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 240-246
Persistent link: https://www.econbiz.de/10014305504
Saved in:
5
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:
6
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:
7
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
8
Qualitative versus quantitative external information for proxy vector autoregressive analysis
Boer, Lukas
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668854
Saved in:
9
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
10
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
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