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subject:"Schätztheorie"
type_genre:"Handbook"
~person:"Lütkepohl, Helmut"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Estimation theory
Time series analysis
16
Zeitreihenanalyse
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Theory
14
VAR model
12
VAR-Modell
12
Deutschland
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00.12.1994
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Lütkepohl, Helmut
Phillips, Peter C. B.
95
Baltagi, Badi H.
73
Lee, Lung-fei
68
Linton, Oliver
66
Li, Qi
65
Ullah, Aman
57
Newey, Whitney K.
53
Andrews, Donald W. K.
52
Tsionas, Efthymios G.
51
Su, Liangjun
48
Kumbhakar, Subal
43
Gao, Jiti
41
Pesaran, M. Hashem
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Robinson, Peter M.
41
Wooldridge, Jeffrey M.
41
Ohtani, Kazuhiro
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39
Simar, Léopold
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McAleer, Michael
36
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36
Chen, Songnian
35
Horowitz, Joel
35
Bera, Anil K.
34
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34
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34
Bai, Jushan
32
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32
Fan, Yanqin
32
Hahn, Jinyong
32
Krämer, Walter
32
Dufour, Jean-Marie
31
Florens, Jean-Pierre
30
Chen, Xiaohong
29
Giles, David E. A.
29
Hansen, Bruce E.
29
Hausman, Jerry A.
29
Zhang, Xinyu
29
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28
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Econometric theory
5
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of forecasting
2
Oxford bulletin of economics and statistics
2
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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ECONIS (ZBW)
32
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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
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:
5
Inference in partially identified heteroskedastic simultaneous equations models
Lütkepohl, Helmut
;
Milunovich, George
;
Yang, Minxian
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 317-345
Persistent link: https://www.econbiz.de/10012483004
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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