//--> //--> //--> //-->
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
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Lanne, Markku"
~person:"Moosa, Imad A."
~person:"Saikkonen, Pentti"
~person:"Shogren, Jason F."
~subject:"Einheitswurzeltest"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Book section"
~type_genre:"Working Paper"
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:
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
Einheitswurzeltest
VAR-Modell
Theorie
616
Theory
605
Zeitreihenanalyse
221
Time series analysis
218
Schätztheorie
191
Schätzung
191
Estimation
189
Estimation theory
189
USA
167
United States
163
China
117
Forecasting model
113
Prognoseverfahren
113
Nichtparametrisches Verfahren
107
Volatilität
107
Volatility
106
Nonparametric statistics
104
Börsenkurs
95
Share price
93
Regression analysis
87
Regressionsanalyse
87
Welt
73
World
72
VAR model
71
Kapitaleinkommen
63
Capital income
62
Cointegration
62
Kointegration
60
Deutschland
58
Exchange rate
58
Germany
58
Wechselkurs
58
Optionspreistheorie
54
ARCH-Modell
53
Option pricing theory
53
Risiko
53
Risk
53
Experiment
51
ARCH model
49
more ...
less ...
Online availability
All
Free
41
Undetermined
13
Type of publication
All
Book / Working Paper
57
Article
45
Type of publication (narrower categories)
All
Article in journal
Article
Book section
Working Paper
Arbeitspapier
54
Graue Literatur
51
Non-commercial literature
51
Aufsatz in Zeitschrift
40
Aufsatz im Buch
5
more ...
less ...
Language
All
English
German
1
Author
All
Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Lanne, Markku
Moosa, Imad A.
Saikkonen, Pentti
Shogren, Jason F.
Lütkepohl, Helmut
166
Pesaran, M. Hashem
111
Gupta, Rangan
99
Marcellino, Massimiliano
99
Chang, Tsangyao
90
Mumtaz, Haroon
88
Taylor, Robert
86
Gil-Alaña, Luis A.
79
Kilian, Lutz
79
Phillips, Peter C. B.
76
Gambetti, Luca
73
Huber, Florian
67
Caporale, Guglielmo Maria
66
Carriero, Andrea
65
Koop, Gary
65
Österholm, Pär
65
Canova, Fabio
64
Castelnuovo, Efrem
60
Kapetanios, George
60
Theodoridis, Konstantinos
57
Clark, Todd E.
51
Nielsen, Morten Ørregaard
51
Westerlund, Joakim
51
Su, Chi-Wei
50
Giannone, Domenico
49
Johansen, Søren
49
Narayan, Paresh Kumar
48
Kim, So-yŏng
47
Benati, Luca
46
Caggiano, Giovanni
46
Chudik, Alexander
46
Schorfheide, Frank
46
Smith, L. Vanessa
46
Belke, Ansgar
44
Leybourne, Stephen James
44
Jusélius, Katarina
43
Fève, Patrick
39
Minford, Patrick
39
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
European University Institute / Department of Economics
5
European University Institute / Department of Law
2
Published in...
All
Discussion papers of interdisciplinary research project 373
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
EUI working paper / ECO
7
Journal of econometrics
6
Econometric theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
CREATES research paper
4
Applied economics
3
Bank of Finland research discussion papers
3
CESifo Working Paper
3
CESifo working papers
3
Discussion papers / Helsinki Center of Economic Research : discussion paper
3
SFB 649 discussion paper
3
The econometrics journal
3
Economics letters
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of money, credit and banking : JMCB
2
Oxford bulletin of economics and statistics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Discussion papers / Department of Economics, University of Helsinki
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Aman Ullah
1
Essays in honour of Fabio Canova
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Macroeconomic dynamics
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Quantitative finance
1
The financial review : the official publication of the Eastern Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
99
EconStor
3
Showing
1
-
10
of
102
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
2
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
3
Statistical identification of economic shocks by signs in structural vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Essays in honour of Fabio Canova
,
(pp. 165-175)
.
2022
Persistent link: https://www.econbiz.de/10013445154
Saved in:
4
GMM estimation of non-Gaussian structural vector autoregression
Lanne, Markku
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10012424500
Saved in:
5
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
Saved in:
6
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:
7
Forecasting the GDP of a small open developing economy : an application of FAVAR models
Madhou, Ashwin
;
Sewak, Tayushma
;
Moosa, Imad A.
; …
- In:
Applied economics
52
(
2020
)
17
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10012197618
Saved in:
8
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
9
GMM estimation of non-Gaussian structural vector autoregression
Lanne, Markku
;
Luoto, Jani
-
2018
Persistent link: https://www.econbiz.de/10011800283
Saved in:
10
Monetary policy, corporate profit and house prices
Razzak, Weshah A.
;
Moosa, Imad A.
- In:
Applied economics
50
(
2018
)
28
,
pp. 3106-3114
Persistent link: https://www.econbiz.de/10012037544
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->