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~isPartOf:"Journal of economic dynamics & control"
~person:"Lütkepohl, Helmut"
~subject:"Euro"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Lütkepohl, Helmut
Chan, Joshua
4
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Journal of economic dynamics & control
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Discussion papers of interdisciplinary research project 373
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometric theory
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Journal of econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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A companion to economic forecasting
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Handbook of economic forecasting ; Vol. 1
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International statistical review : a journal of the International Statistical Institute and its associations
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
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Lecture notes in economics and mathematical systems : LNEMS
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New directions in macromodelling
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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ECONIS (ZBW)
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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
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:
3
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:
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