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type_genre:"Sammlung"
~institution:"European University Institute / Department of Law"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Analysis"
~subject:"VAR-Modell"
~type_genre:"Graue Literatur"
~type_genre:"Sammelwerk"
~type_genre:"Thesis"
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Analysis
VAR-Modell
Theorie
328
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Time series analysis
50
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50
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45
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45
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32
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32
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29
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29
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26
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26
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20
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Lütkepohl, Helmut
13
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8
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6
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3
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3
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3
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1
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1
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1
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European University Institute / Department of Law
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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10
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4
Leibniz-Institut für Wirtschaftsforschung Halle
4
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4
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2
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2
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2
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1
Conference Nonlinear Analysis and Its Applications in Engineering and Economics <1996>
1
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1
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1
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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1
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
2
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
Saved in:
3
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
4
Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897072
Saved in:
5
Pre-announcement and timing : the effects of a government expenditure shock
Kriwoluzky, Alexander
-
2009
Persistent link: https://www.econbiz.de/10003897242
Saved in:
6
On L2-stability of solutions of linear stochastic delay differential equations
Gilsing, Hagen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917128
Saved in:
7
On oscillations of the geometric Brownian motion with time delayed drift
Gushchin, Alexander A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919051
Saved in:
8
Noise induced oscillation in solutions of stochastic delay differential equations
Appleby, John A. D.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919070
Saved in:
9
On integrals with respect to Lévy processes
Küchler, Uwe
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919126
Saved in:
10
Wann sind falsche VaR-Modelle dennoch adäquat?
Härdle, Wolfgang
(
contributor
);
Hlávka, Z.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919168
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