//--> //--> //--> //-->
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
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"VAR model"
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
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR model
Zeitreihenanalyse
1,402
Time series analysis
1,401
Theorie
820
Theory
820
Forecasting model
583
Prognoseverfahren
583
Estimation theory
475
Schätztheorie
475
Bootstrap approach
215
Bootstrap-Verfahren
215
Estimation
204
Schätzung
203
Volatility
173
Volatilität
173
Nichtparametrisches Verfahren
142
Nonparametric statistics
142
Statistical test
138
Statistischer Test
138
Regression analysis
113
Regressionsanalyse
112
Stochastic process
100
Stochastischer Prozess
100
VAR-Modell
93
Factor analysis
88
Faktorenanalyse
88
Bayes-Statistik
87
Bayesian inference
87
Cointegration
87
ARCH model
86
ARCH-Modell
86
Kointegration
86
Forecasting
80
Economic forecast
78
Wirtschaftsprognose
78
State space model
77
USA
76
United States
76
Zustandsraummodell
76
Capital income
74
more ...
less ...
Online availability
All
Undetermined
64
Free
2
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Article in journal
93
Aufsatz in Zeitschrift
93
Language
All
English
93
Author
All
Koop, Gary
8
Marcellino, Massimiliano
7
Poon, Aubrey
5
Chan, Joshua
4
Inoue, Atsushi
4
Kilian, Lutz
4
Carriero, Andrea
3
Giannone, Domenico
3
Hecq, Alain W. J.
3
Hou, Chenghan
3
Kapetanios, George
3
Korobilis, Dimitris
3
Lütkepohl, Helmut
3
Chevillon, Guillaume
2
Cross, Jamie
2
Fan, Yanqin
2
Foroni, Claudia
2
Ghysels, Eric
2
Guay, Alain
2
Han, Xu
2
Hyndman, Rob J.
2
Kongsted, Hans Christian
2
Laurent, Sébastien
2
Lenza, Michele
2
Monti, Francesca
2
Mumtaz, Haroon
2
Onorante, Luca
2
Pesaran, M. Hashem
2
Petrova, Katerina
2
Pettenuzzo, Davide
2
Sokol, Andrej
2
Trenkler, Carsten
2
Andersen, Torben
1
Athanasopoulos, George
1
Barnett, Alina
1
Barsoum, Fady
1
Bauwens, Luc
1
Bien, Jacob
1
Bokun, Kathryn O.
1
Brave, Scott A.
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of econometrics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Economics letters
35
Working paper
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Economic modelling
23
Econometrics : open access journal
22
Journal of forecasting
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
CAMA working paper series
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of economic dynamics & control
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
CESifo working papers
17
Energy economics
16
Federal Reserve Bank of Cleveland working paper series
16
Applied economics
15
Discussion paper / Tinbergen Institute
15
CREATES research paper
14
Discussion papers / Department of Economics, University of Copenhagen
14
Working paper series / European Central Bank
14
Discussion paper / Centre for Economic Policy Research
13
Discussion papers / CEPR
13
CAMA Working Paper
12
International Journal of Energy Economics and Policy : IJEEP
12
Journal of applied econometrics
11
Journal of macroeconomics
11
Macroeconomic dynamics
11
NBER working paper series
11
SFB 649 discussion paper
11
Cardiff economics working papers
10
Discussion paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Applied economics letters
8
DIW Berlin Discussion Paper
8
ECB Working Paper
8
Econometric reviews
8
Econometric theory
8
Strathclyde discussion papers in economics
8
Working paper / National Bureau of Economic Research, Inc.
8
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
10
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego
;
Ruiz, Esther
;
Pascual, Lorenzo
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
Saved in:
3
Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
Saved in:
4
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
Saved in:
5
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
6
Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
Saved in:
7
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 152-162
Persistent link: https://www.econbiz.de/10009409699
Saved in:
8
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Kim, Jae H.
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001918297
Saved in:
9
Identification of structural Vector Autoregressions through higher unconditional moments
Guay, Alain
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10013279004
Saved in:
10
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
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...
//-->