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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Lütkepohl, Helmut"
~subject:"Heteroscedasticity"
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
~type_genre:"Lehrbuch"
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Time series analysis
Heteroscedasticity
Unit root test
Zeitreihenanalyse
Theorie
15
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15
VAR model
8
VAR-Modell
8
Cointegration
7
Kointegration
7
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4
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Lütkepohl, Helmut
Härdle, Wolfgang
14
Hafner, Christian M.
10
Franke, Jürgen
9
Schlittgen, Rainer
9
Harvey, Andrew C.
8
Barnett, William A.
7
Bourier, Günther
7
Brooks, Chris
5
Granger, C. W. J.
5
Gredenhoff, Mikael P.
5
Mills, Terence C.
5
Wolters, Jürgen
5
Anderson, Heather M.
4
Andersson, Michael K.
4
Enders, Walter
4
Franses, Philip Hans
4
Hassler, Uwe
4
He, Changli
4
Heiler, Siegfried
4
Teräsvirta, Timo
4
Tsay, Ruey S.
4
Andersson, Eva
3
Beyer, Andreas H.
3
Breitung, Jörg
3
Eckstein, Peter P.
3
Feng, Yuanhua
3
Gouriéroux, Christian
3
Götze, Wolfgang
3
Hanke, John E.
3
Hellström, Jörgen
3
Hendry, David F.
3
Jansson, Michael
3
Koop, Gary
3
Lunde, Asger
3
McAleer, Michael
3
Metz, Rainer
3
Neusser, Klaus
3
Pauly, Ralf
3
Polasek, Wolfgang
3
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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
SpringerLink / Bücher
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
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ECONIS (ZBW)
12
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12
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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
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
Saved in:
4
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
-
2005
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner
Persistent link: https://www.econbiz.de/10014415231
Saved in:
5
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
-
2005
Persistent link: https://www.econbiz.de/10013520820
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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