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~subject:"Statistik"
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Statistik
Theorie
193
Theory
190
VAR-Modell
175
VAR model
171
Zeitreihenanalyse
129
Time series analysis
122
Cointegration
110
Kointegration
97
Estimation theory
90
Schätztheorie
90
Schätzung
61
Estimation
59
Schock
54
Heteroscedasticity
53
Heteroskedastizität
53
Shock
52
Prognoseverfahren
45
vector autoregressive process
44
Geldpolitik
42
Monetary policy
42
Deutschland
41
Forecasting model
40
Germany
40
conditional heteroskedasticity
32
Structural vector autoregression
31
heteroskedasticity
30
impulse responses
30
Aggregation
27
Einheitswurzeltest
27
Unit root test
27
USA
26
Markov chain
24
Markov-Kette
24
identification via heteroskedasticity
24
ARCH model
23
ARCH-Modell
23
Geldnachfrage
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English
4
German
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Lütkepohl, Helmut
5
Published in...
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
2
Journal of econometrics
1
Studien zur angewandten Wirtschaftsforschung und Statistik aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
1
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ECONIS (ZBW)
5
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1
Introduction to multiple time series analysis
Lütkepohl, Helmut
-
1993
-
2. edition
Persistent link: https://www.econbiz.de/10000346751
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2
Prognose aggregierter Zeitreihen
Lütkepohl, Helmut
-
1986
Persistent link: https://www.econbiz.de/10011973211
Saved in:
3
Prediction tests for structural stability
Lütkepohl, Helmut
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 267-296
Persistent link: https://www.econbiz.de/10003622419
Saved in:
4
Comparison of the forecasting performance of methods for fitting autoregressive models
Lütkepohl, Helmut
-
1984
Persistent link: https://www.econbiz.de/10000073449
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5
Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut
-
1982
Persistent link: https://www.econbiz.de/10000072810
Saved in:
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