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type_genre:"Bibliography included"
type_genre:"Collection of articles of several authors"
~person:"Basmann, Robert L."
~person:"Harvey, Andrew C."
~person:"Lütkepohl, Helmut"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Dissertation u.a. Prüfungsschriften"
~type_genre:"Festschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
57
Schätztheorie
57
Time series analysis
32
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32
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23
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23
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13
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13
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8
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Basmann, Robert L.
Harvey, Andrew C.
Lütkepohl, Helmut
Phillips, Peter C. B.
92
Baltagi, Badi H.
66
Lee, Lung-fei
66
Linton, Oliver
65
Li, Qi
59
Andrews, Donald W. K.
51
Newey, Whitney K.
50
Ullah, Aman
50
Tsionas, Efthymios G.
49
Su, Liangjun
46
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40
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38
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36
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35
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35
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34
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34
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33
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33
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33
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32
Hsiao, Cheng
32
Krämer, Walter
32
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31
Bai, Jushan
30
Cai, Zongwu
30
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30
Chen, Xiaohong
28
Schmidt, Peter
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
27
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26
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ECONIS (ZBW)
57
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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
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