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~subject:"Estimation theory"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"cointegration"
~subject:"impulse responses"
~type:"article"
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Estimation theory
Schätztheorie
Statistical test
cointegration
impulse responses
Model selection
337
model selection
206
Theorie
151
Theory
151
Forecasting model
111
Prognoseverfahren
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Lütkepohl, Helmut
4
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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Journal of econometrics
26
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9
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9
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8
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ECONIS (ZBW)
124
RePEc
16
EconStor
3
BASE
1
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1
Performances of model selection criteria when variables are ILL conditioned
Karlsson, Peter S.
;
Behrenz, Lars
;
Shukur, Ghazi
- In:
Computational economics
54
(
2019
)
1
,
pp. 77-98
Persistent link: https://www.econbiz.de/10012134085
Saved in:
2
Model selection uncertainty and multimodel inference in partial least squares structural equation modeling (PLS-SEM)
Danks, Nicholas P.
;
Sharma, Pratyush N.
;
Sarstedt, Marko
- In:
Journal of business research : JBR
113
(
2020
),
pp. 13-24
Persistent link: https://www.econbiz.de/10012230426
Saved in:
3
Focused information criterion for locally misspecified vector autoregressive models
Lohmeyer, Jan
;
Palm, Franz C.
;
Reuvers, Hanno
;
Urbain, …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 763-792
Persistent link: https://www.econbiz.de/10012181357
Saved in:
4
Fractional cointegration rank estimation
Łasak, Katarzyna
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10011390032
Saved in:
5
Statistical monitoring of over-dispersed multivariate count data using approximate likelihood ratio tests
Das, Devashish
;
Zhou, Shiyu
;
Chen, Yong
;
Horst, John
- In:
International journal of production research
54
(
2016
)
21/22
,
pp. 6579-6593
Persistent link: https://www.econbiz.de/10011565710
Saved in:
6
Testing DSGE models by indirect inference : a survey of recent findings
Meenagh, David
;
Minford, Patrick
;
Wickens, Michael R.
; …
- In:
Open economies review
30
(
2019
)
3
,
pp. 593-620
Persistent link: https://www.econbiz.de/10012154076
Saved in:
7
Likelihood ratio test and information criteria for Markov switching var models : an application to the Italian macroeconomy
Cavicchioli, Maddalena
- In:
Italian economic journal
1
(
2015
)
3
,
pp. 315-332
Persistent link: https://www.econbiz.de/10011544821
Saved in:
8
Threshold estimation via group orthogonal greedy algorithm
Chan, Ngai Hang
;
Ing, Ching-Kang
;
Li, Yuanbo
;
Yau, Chun Yip
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 334-345
Persistent link: https://www.econbiz.de/10011704208
Saved in:
9
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
10
Commodities and macroeconomic factors : unconditional volatility measures
Fernández, Viviana
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 87-109
Persistent link: https://www.econbiz.de/10010485804
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