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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics letters"
~person:"Caporale, Guglielmo Maria"
~person:"Lütkepohl, Helmut"
~person:"Tiwari, Aviral Kumar"
~subject:"India"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Zeitreihenanalyse
India
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Schock
2
Schätzung
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Shock
2
Structural vector autoregression
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Time series analysis
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VAR model
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Bayes-Statistik
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Identification through heteroskedasticity
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Caporale, Guglielmo Maria
Lütkepohl, Helmut
Tiwari, Aviral Kumar
Guérin, Pierre
3
Caraiani, Petre
2
Chang, Seong Yeon
2
Coakley, Jerry
2
Demetrescu, Matei
2
Dimitrakopoulos, Stefanos
2
Gómez, Manuel A.
2
Karlsson, Sune
2
Leonida, Leone
2
Li, Chen
2
Li, Luyang
2
Nicolau, João
2
Sibbertsen, Philipp
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Wang, Shaoping
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Weber, Enzo
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Yakita, Akira
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Yu, Deshui
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Österholm, Pär
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Adolfson, Malin
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Altunbaş, Yener
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Balduzzi, Pierluigi
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Bartolucci, Francesco
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1
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Economics letters
Applied economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The empirical economics letters : a monthly international journal of economics
6
Economic modelling
5
Applied economics
4
Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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Research in international business and finance
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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Journal of economics and finance : JEF
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Review of financial economics : RFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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Bulletin of economic research
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International advances in economic research
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International journal of computational economics and econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
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