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subject:"Volatility"
type_genre:"Article in journal"
~person:"Harvey, Andrew C."
~person:"Lütkepohl, Helmut"
~subject:"Schätztheorie"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
~type_genre:"Einführung"
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Search: subject_exact:"Estimation theory"
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Volatility
Schätztheorie
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Estimation theory
50
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30
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20
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20
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13
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8
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Harvey, Andrew C.
Lütkepohl, Helmut
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
65
Baltagi, Badi H.
63
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
49
Tsionas, Efthymios G.
49
Su, Liangjun
46
Ullah, Aman
46
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40
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39
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38
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38
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38
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37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
Parmeter, Christopher F.
34
Perron, Pierre
34
White, Halbert
34
Bera, Anil K.
33
Hahn, Jinyong
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Hsiao, Cheng
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
27
Hansen, Bruce E.
26
Imbens, Guido
26
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26
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7
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6
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6
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4
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4
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ECONIS (ZBW)
50
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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
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
3
A farewell to R : time series models for tracking and forecasting epidemics
Harvey, Andrew C.
;
Kattuman, Paul A.
- In:
Covid economics : vetted and real-time papers
(
2020
)
51
,
pp. 36-73
Persistent link: https://www.econbiz.de/10012311883
Saved in:
4
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:
5
Dynamic Tobit models
Harvey, Andrew C.
;
Liao, Yin
-
2019
Persistent link: https://www.econbiz.de/10012692647
Saved in:
6
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
7
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:
8
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:
9
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:
10
Modeling time series when some observations are zero
Harvey, Andrew C.
;
Ito, Ryoko
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 33-45
Persistent link: https://www.econbiz.de/10012438084
Saved in:
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