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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of economic dynamics & control"
~person:"Lütkepohl, Helmut"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
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Time series analysis
7
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7
VAR model
5
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Lütkepohl, Helmut
Teräsvirta, Timo
18
Hyndman, Rob J.
15
Nielsen, Morten Ørregaard
13
Johansen, Søren
12
Proietti, Tommaso
11
Makridakis, Spyros G.
10
Koopman, Siem Jan
9
Kruse, Robinson
9
Marcellino, Massimiliano
9
Spiliotis, Evangelos
9
Assimakopoulos, V.
8
Grassi, Stefano
8
Podolskij, Mark
8
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7
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7
Forni, Mario
7
Timmermann, Allan
7
Camacho, Maximo
6
Ergemen, Yunus Emre
6
Haldrup, Niels
6
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6
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6
Koehler, Anne B.
6
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6
Reichlin, Lucrezia
6
Santucci de Magistris, Paolo
6
Chan, Joshua
5
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5
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5
Ghysels, Eric
5
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5
Kang, Yanfei
5
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5
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5
Medeiros, Marcelo C.
5
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5
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5
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5
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4
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CREATES research paper
Discussion paper / Centre for Economic Policy Research
International journal of forecasting
Journal of economic dynamics & control
Discussion papers / Deutsches Institut für Wirtschaftsforschung
16
Discussion papers of interdisciplinary research project 373
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
EUI working paper / ECO
7
Econometric theory
6
SFB 649 discussion paper
6
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4
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4
DIW Berlin Discussion Paper
4
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4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Economics letters
3
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
2
A companion to economic forecasting
1
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
1
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1
Econometrics : open access journal
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 ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of economic surveys
1
Lodz economics working papers
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Nonparametric dynamic modelling
1
Special issue on new developments in time series econometrics
1
SpringerLink / Bücher
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The econometrics journal
1
Themes in modern econometrics
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ECONIS (ZBW)
6
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1
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
2
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
Saved in:
3
Testing for identification in SVAR-GARCH models
Lütkepohl, Helmut
;
Milunovich, George
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 241-258
Persistent link: https://www.econbiz.de/10011709107
Saved in:
4
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
Saved in:
5
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
Saved in:
6
Forecasting levels of log variables in vector autoregressions
Bårdsen, Gunnar
;
Lütkepohl, Helmut
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1108-1115
Persistent link: https://www.econbiz.de/10009316847
Saved in:
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