//--> //--> //-->
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
~person:"Lütkepohl, Helmut"
~person:"Ohtani, Kazuhiro"
~subject:"Einheitswurzeltest"
~subject:"Kointegration"
~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: subject_exact:"Estimator"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Einheitswurzeltest
Kointegration
Estimation theory
69
Schätztheorie
69
Theorie
34
Theory
34
Time series analysis
16
Zeitreihenanalyse
16
VAR model
12
VAR-Modell
12
Bootstrap approach
7
Bootstrap-Verfahren
7
Deutschland
7
Germany
7
Heteroscedasticity
6
Heteroskedastizität
6
Estimation
5
Geldnachfrage
5
Money demand
5
Schätzung
5
Structural vector autoregression
5
Cointegration
4
Regression analysis
4
Regressionsanalyse
4
ARCH model
3
ARCH-Modell
3
Conditional heteroskedasticity
3
Impulse responses
3
GARCH
2
Geldpolitik
2
Heteroskedasticity
2
Identification via heteroskedasticity
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Monetary policy
2
Proxy VAR
2
Schock
2
Shock
2
Statistical theory
2
Statistische Methodenlehre
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
5
Author
All
Lütkepohl, Helmut
Ohtani, Kazuhiro
Phillips, Peter C. B.
23
Taylor, Robert
13
Wagner, Martin
9
Westerlund, Joakim
9
Omay, Tolga
8
Paruolo, Paolo
8
Ramírez, Miguel D.
8
Boswijk, Herman Peter
7
Cavaliere, Giuseppe
7
Johansen, Søren
7
Leybourne, Stephen James
7
Bohn Nielsen, Heino
6
Chambers, Marcus J.
6
Cook, Steven
6
Demetrescu, Matei
6
Harvey, David I.
6
Kurita, Takamitsu
6
Tu, Yundong
6
Wang, Qiying
6
Nielsen, Morten Ørregaard
5
Perron, Pierre
5
Rahbek, Anders
5
Carrion i Silvestre, Josep Lluís
4
Chang, Tsangyao
4
Hsiao, Cheng
4
Kejriwal, Mohitosh
4
Lee, Junsoo
4
Liang, Zhongwen
4
Tang, Chor Foon
4
Vougas, Dimitrios V.
4
Xiao, Zhijie
4
Anderson, Richard G.
3
Choi, In
3
Dong, Chaohua
3
Doornik, Jurgen A.
3
Duffy, James A.
3
Elliott, Graham
3
Emirmahmutoglu, Furkan
3
Gao, Jiti
3
more ...
less ...
Published in...
All
Econometric theory
2
Applied economics letters
1
Journal of economic surveys
1
Oxford bulletin of economics and statistics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
Saved in:
3
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Saved in:
4
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Saved in:
5
Exact distribution and critical values of a unit root test in the presence of change in variance
Ohtani, Kazuhiro
- In:
Applied economics letters
11
(
2004
)
14
,
pp. 855-860
Persistent link: https://www.econbiz.de/10002437696
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->