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subject:"Schätzung"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Buch, Claudia M."
~person:"Lütkepohl, Helmut"
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Schätzung
Theorie
23
Theory
23
VAR model
10
VAR-Modell
10
Einheitswurzeltest
7
Time series analysis
7
Unit root test
7
Zeitreihenanalyse
7
Cointegration
5
Kointegration
5
Estimation
4
Statistical test
4
Statistischer Test
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Causality analysis
3
Deutschland
3
Geldpolitik
3
Germany
3
Kausalanalyse
3
Monetary policy
3
Schock
2
Shock
2
1975-1994
1
ARMA model
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ARMA-Modell
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Automotive industry
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Börsenkurs
1
Comparison
1
Estimation theory
1
Forecasting model
1
Geldnachfrage
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Geldpolitische Transmission
1
Impulse response
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Kfz-Industrie
1
Lag model
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Lag-Modell
1
Modellierung
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Monetary transmission
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Graue Literatur
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Working Paper
4
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English
4
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Buch, Claudia M.
Lütkepohl, Helmut
Härdle, Wolfgang
9
Gil-Alaña, Luis A.
8
Breitung, Jörg
4
Herwartz, Helmut
4
Saikkonen, Pentti
4
Yang, Lijian
4
Lanne, Markku
3
Schulz, Rainer
3
Brüggemann, Ralf
2
Burda, Michael C.
2
Candelon, Bertrand
2
Caporale, Guglielmo Maria
2
Hafner, Christian M.
2
Hildebrandt, Lutz
2
Klapper, Daniel
2
Kleinow, Torsten
2
Mercurio, Danilo
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Weder, Mark
2
Werwatz, Axel
2
Annacker, Dirk
1
Bell, David R.
1
Benkwitz, Alexander
1
Boztuğ, Yasemin
1
Choi, In
1
Christensen, Bent Jesper
1
Cooper, Lee G.
1
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Desdoigts, Alain
1
Erhardt, Olaf
1
Feldmann, David
1
Fengler, Matthias
1
Fengler, Matthias R.
1
Grammig, Joachim
1
Gómez, Víctor
1
Hall, Peter
1
Henry, S. G. B.
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Kiel working paper
5
Kieler Arbeitspapiere
5
CESifo working papers
2
DIW Berlin Discussion Paper
2
Discussion papers of interdisciplinary research project 373
2
Journal of economic dynamics & control
2
Bundesbank Discussion Paper
1
Bundesbank Series 1 Discussion Paper
1
CESifo Working Paper Series
1
Discussion paper
1
Discussion paper / Centre for Economic Policy Research
1
EUI working paper / MWP
1
Economics letters
1
FRB of New York Staff Report
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
1
Macroeconomic dynamics
1
NBER Working Paper
1
NBER working paper series
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
SFB 649 discussion paper
1
Staff reports / Federal Reserve Bank of New York
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series in economics and finance
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ECONIS (ZBW)
4
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1
Was there a regime change in the German monetary transmission mechanism in 1983?
Candelon, Bertrand
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001470261
Saved in:
2
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485530
Saved in:
3
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
-
1999
Persistent link: https://www.econbiz.de/10001373298
Saved in:
4
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
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