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Forecasting cointegrated VARMA...
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vector autoregressive process
19
Cointegration
13
vector error correction model
13
impulse responses
12
Vector autoregressive process
9
autoregression
9
cointegration
8
conditional heteroskedasticity
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heteroskedasticity
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bootstrap
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structural shift
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unit root
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Aggregation
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Markov switching model
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identification via heteroskedasticity
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monetary policy
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vector autoregression
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GARCH
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Impulse responses
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Structural vector autoregression
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Univariate time series
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error correction model
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forecasting
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structural break
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structural vector autoregression
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vector GARCH
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Bayesian error bands
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Markov regime switching model
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Markov switching
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Vector autoregression
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Vector autoregressive model
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Wald statistic
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cointegration analysis
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confidence band
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frequentist confidence bands
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impulse response analysis
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mixed normal distribution
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money demand
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moving average
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Lütkepohl, Helmut
88
Luetkepohl, Helmut
37
Lütkepohl, H.
33
Saikkonen, Pentti
24
Saikkonen, P.
17
Lanne, Markku
14
LÜTKEPOHL, H.
11
Brüggemann, Ralf
10
LUETKEPOHL, Helmut
9
Trenkler, Carsten
8
Wolters, Jürgen
8
LÜTKEPOHL, Helmut
6
Staszewska-Bystrova, Anna
6
Winker, Peter
6
Brueggemann, Ralf
4
Herwartz, Helmut
4
Lanne, M.
4
Netsunajev, Aleksei
4
BRUEGGEMANN, Ralf
3
Benkwitz, Alexander
3
Marcellino, Massimiliano
3
Motta, Massimo
3
Proietti, Tommaso
3
Teräsvirta, Timo
3
Trenkler, C.
3
Velinov, Anton
3
Wolters, J.
3
Argentesi, Elena
2
Benkwitz, A.
2
Bårdsen, Gunnar
2
Candelon, B.
2
Candelon, Bertrand
2
DOLADO, Juan J.
2
Demetrescu, Matei
2
Herwartz, H.
2
Krolzig, Hans-Martin
2
LÜTKEPOHL, HELMUT
2
MORYSON, Martin
2
Maciejowska, Katarzyna
2
Netšunajev, Aleksei
2
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
84
Department of Economics, European University Institute
28
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
11
CESifo
9
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
9
C.E.P.R. Discussion Papers
2
Econometric Society
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
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Institutt for Samfunnsøkonomi, Norges teknisk-naturvitenskaplige universitet (NTNU)
1
Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
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SFB 373 Discussion Papers
48
Sonderforschungsbereich 373
36
Economics Working Papers / Department of Economics, European University Institute
28
Discussion Papers of DIW Berlin
11
CESifo Working Paper Series
9
SFB 649 Discussion Papers
9
Econometric Theory
4
Statistical Papers / Springer
4
International Journal of Forecasting
3
CEPR Discussion Papers
2
Econometric Society World Congress 2000 Contributed Papers
2
Econometrics Journal
2
Journal of Applied Econometrics
2
Journal of Time Series Analysis
2
Perspektiven der Wirtschaftspolitik
2
SSE/EFI Working Paper Series in Economics and Finance
2
AStA Advances in Statistical Analysis
1
Econometrica
1
Economics Letters
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Empirical Economics
1
German Economic Review
1
Handbook of Research Methods and Applications in Empirical Macroeconomics
1
Journal of Business & Economic Statistics
1
Journal of Econometrics
1
Journal of Economic Dynamics and Control
1
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)
1
Journal of Forecasting
1
Journal of Money, Credit and Banking
1
MAGKS Papers on Economics
1
Metrika
1
OECD Journal: Journal of Business Cycle Measurement and Analysis
1
Oxford Bulletin of Economics and Statistics
1
The Review of Economics and Statistics
1
Working Paper Series / Institutt for Samfunnsøkonomi, Norges teknisk-naturvitenskaplige universitet (NTNU)
1
Working Paper Series of the Department of Economics, University of Konstanz
1
Working Papers / Business School, University of Sydney
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RePEc
ECONIS (ZBW)
356
EconStor
89
OLC EcoSci
70
USB Cologne (EcoSocSci)
16
BASE
4
USB Cologne (business full texts)
3
Other ZBW resources
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Book reviews
Heyer, H.
;
Elworthy, K.
;
Cressie, N.
;
Williams, R.
; …
- In:
Metrika
42
(
1995
)
1
,
pp. 139-148
Persistent link: https://www.econbiz.de/10005375752
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2
Testing for Unit Roots in Time Series with Level Shifts
Saikkonen, P.
;
Lütkepohl, H.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005260486
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3
Forecasting Cointegrated VARMA Processes
Lütkepohl, H.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838238
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4
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
Lütkepohl, H.
;
Saikkonen, P.
;
Trenkler, C.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838246
Saved in:
5
Unit Root Tests for Time Series with Level Shifts: A Comparison of Different Proposals
Lanne, M.
;
Lütkepohl, H.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838258
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6
Bootstrapping Impulse Responses in VAR Analyses
Lütkepohl, H.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838316
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7
A Money Demand System for M3 in the Unified Germany
Lütkepohl, H.
;
Wolters, J.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838336
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8
The Transmission of German Monetary Policy in the Pre-Euro Period
Lütkepohl, H.
;
Wolters, J.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838337
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9
Order Selection in Testing for the Cointegration Rank of a VAR Process
Lütkepohl, H.
;
Saikkonen, P.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794883
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10
Unit Root Tests in the Presence of Innovational Outliers
Lanne, M.
;
Lütkepohl, H.
;
Saikkonen, P.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794917
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