//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~subject:"Aggregation"
~subject:"Deutschland"
~subject:"Markov chain"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Lütkepohl, Helmut"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Aggregation
Deutschland
Markov chain
VAR model
13
VAR-Modell
13
Time series analysis
10
Zeitreihenanalyse
10
Estimation theory
9
Heteroscedasticity
9
Heteroskedastizität
9
Schätztheorie
9
Structural vector autoregression
7
Estimation
6
Schock
6
Schätzung
6
Shock
6
Theorie
5
Theory
5
ARCH model
3
ARCH-Modell
3
Conditional heteroskedasticity
3
Identification via heteroskedasticity
3
Impulse responses
3
Proxy VAR
3
Bayes-Statistik
2
Bayesian inference
2
Bootstrap approach
2
Bootstrap-Verfahren
2
GARCH
2
Geldpolitik
2
Heteroskedastic VAR
2
Heteroskedasticity
2
Identification through heteroskedasticity
2
Markov-Kette
2
Mehrgleichungsmodell
2
Monetary policy
2
Multiple equation model
2
Vector autoregressive process
2
Autocorrelation
1
Autokorrelation
1
Bootstrap
1
Cointegration
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Lehrbuch
2
Arbeitspapier
1
Bibliografie enthalten
1
Bibliography included
1
Graue Literatur
1
Non-commercial literature
1
Textbook
1
Working Paper
1
more ...
less ...
Language
All
English
2
Author
All
Lütkepohl, Helmut
2
Velinov, Anton
1
Woźniak, Tomasz
1
Published in...
All
Journal of economic dynamics & control
1
Journal of economic surveys
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
2
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->