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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Lütkepohl, Helmut"
~person:"Maddala, Gangadharrao S."
~subject:"Finanzmarkt"
~subject:"Heteroscedasticity"
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
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Time series analysis
Finanzmarkt
Heteroscedasticity
Unit root test
Zeitreihenanalyse
Theorie
18
Theory
18
Estimation theory
6
Schätztheorie
6
VAR model
5
VAR-Modell
5
Cointegration
4
Financial market
4
Kointegration
4
Forecasting model
3
Prognoseverfahren
3
Econometrics
2
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2
Einheitswurzeltest
2
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2
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Heteroskedastizität
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1
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1
Lag model
1
Lag-Modell
1
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1
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1
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Type of publication
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Article
11
Type of publication (narrower categories)
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Aufsatz im Buch
Arbeitspapier
44
Working Paper
44
Graue Literatur
43
Non-commercial literature
43
Article in journal
31
Aufsatz in Zeitschrift
31
Book section
11
Lehrbuch
5
Textbook
4
Bibliografie enthalten
2
Bibliography included
2
Konferenzschrift
2
Rezension
2
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2
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1
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1
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Language
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English
9
German
2
Author
All
Lütkepohl, Helmut
Maddala, Gangadharrao S.
Barnett, William A.
7
Gredenhoff, Mikael P.
5
Mills, Terence C.
5
Anderson, Heather M.
4
Andersson, Michael K.
4
Davis, E. Philip
4
Gallegati, Mauro
4
Granger, C. W. J.
4
He, Changli
4
Heiler, Siegfried
4
Teräsvirta, Timo
4
Allen, Franklin
3
Andersson, Eva
3
Beyer, Andreas H.
3
Breitung, Jörg
3
Chiarella, Carl
3
Davidson, Paul
3
Delli Gatti, Domenico
3
Duffie, Darrell
3
Feng, Yuanhua
3
Hagen, Jürgen von
3
Hassler, Uwe
3
Hellström, Jörgen
3
Hendry, David F.
3
Hubbard, R. Glenn
3
Huber, Jürgen
3
Illing, Gerhard
3
Jansson, Michael
3
Kirchler, Michael
3
Levine, Ross
3
Lunde, Asger
3
Lux, Thomas
3
McAleer, Michael
3
Metz, Rainer
3
Mishkin, Frederic S.
3
Pauly, Ralf
3
Pesaran, M. Hashem
3
Polasek, Wolfgang
3
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Statistical methods in finance
3
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of economic forecasting ; Vol. 1
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
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ECONIS (ZBW)
11
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1
Identifying structural vector autoregressions via changes in volatility
Lütkepohl, Helmut
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 169-203)
.
2013
Persistent link: https://www.econbiz.de/10010252334
Saved in:
2
Forecasting with VARMA models
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10003338428
Saved in:
3
Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
Wolters, Jürgen
- In:
Empirische Wirtschaftsforschung : Methoden und …
,
(pp. 51 - 76)
.
2003
Persistent link: https://www.econbiz.de/10014554664
Saved in:
4
Unit root tests in the presence of innovational outliers
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Contributions to modern econometrics : from data …
,
(pp. 151-167)
.
2002
Persistent link: https://www.econbiz.de/10001905248
Saved in:
5
Unit root tests for time series with a structural break when the break point is known
Lütkepohl, Helmut
;
Müller, Christian
;
Saikkonen, Pentti
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 327-348)
.
2000
Persistent link: https://www.econbiz.de/10001587927
Saved in:
6
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Nonlinear econometric modeling in time series : …
,
(pp. 165-201)
.
2000
Persistent link: https://www.econbiz.de/10001532227
Saved in:
7
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
Saved in:
8
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdaten
Lütkepohl, Helmut
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 145-171)
.
1996
Persistent link: https://www.econbiz.de/10001318068
Saved in:
9
Applications of limited dependent variable models in finance
Maddala, Gangadharrao S.
-
1996
Persistent link: https://www.econbiz.de/10001320238
Saved in:
10
Errors-in-variables problems in financial models
Maddala, Gangadharrao S.
-
1996
Persistent link: https://www.econbiz.de/10001320240
Saved in:
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