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VAR model
Schätztheorie
35,898
Estimation theory
35,271
Cointegration
17,417
Kointegration
15,793
Theorie
13,606
Theory
13,133
Schätzung
11,220
Estimation
10,999
Zeitreihenanalyse
7,813
Time series analysis
7,690
Regressionsanalyse
4,395
Regression analysis
4,377
Nichtparametrisches Verfahren
3,624
Nonparametric statistics
3,528
Panel
3,430
Panel study
3,339
cointegration
3,158
Bootstrap-Verfahren
3,157
Kausalanalyse
3,139
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3,109
USA
3,087
Bootstrap approach
3,066
Economic growth
3,040
United States
2,971
Wirtschaftswachstum
2,955
Prognoseverfahren
2,606
Forecasting model
2,557
Volatilität
2,392
Volatility
2,367
Statistischer Test
2,265
Statistical test
2,214
Börsenkurs
2,157
VAR-Modell
2,126
Share price
2,116
Wechselkurs
1,736
Exchange rate
1,729
Statistische Verteilung
1,535
Welt
1,505
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1,500
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Author
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Lütkepohl, Helmut
115
Johansen, Søren
45
Kilian, Lutz
40
Nielsen, Morten Ørregaard
37
Saikkonen, Pentti
37
Jusélius, Katarina
32
Inoue, Atsushi
27
Staszewska-Bystrova, Anna
24
Rahbek, Anders
23
Winker, Peter
23
Trenkler, Carsten
22
Hecq, Alain W. J.
20
Kurita, Takamitsu
20
Koop, Gary
18
Minford, Patrick
18
Bohn Nielsen, Heino
17
Wickens, Michael R.
16
Nielsen, Bent
15
Strachan, Rodney W.
14
Vahid, Farshid
14
Warne, Anders
14
Brüggemann, Ralf
13
Chevillon, Guillaume
13
Guillén, Osmani Teixeira de Carvalho
13
Issler, João Victor
13
Marcellino, Massimiliano
13
Swensen, Anders Rygh
13
Benati, Luca
12
Cavaliere, Giuseppe
12
Engsted, Tom
12
Kapetanios, George
12
Urbain, Jean-Pierre
12
Bruns, Martin
11
Lanne, Markku
11
Meenagh, David
11
Athanasopoulos, George
10
Chan, Joshua
10
Johansen, Soren
10
Moneta, Alessio
10
Palm, Franz C.
10
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
European University Institute / Department of Economics
7
Københavns Universitet / Økonomisk Institut
6
European University Institute / Department of Law
4
National Bureau of Economic Research
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Brown University / Department of Economics
2
National Institute of Economic and Social Research
2
School of Finance and Business Economics <Perth, Western Australia>
2
Svenska Handelshögskolan <Helsinki>
2
University of Southampton / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bonn Graduate School of Economics
1
Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Europäische Kommission / Statistisches Amt
1
Fächergruppe Volkswirtschaftslehre, Helmut Schmidt Universität Hamburg
1
Institut für Weltwirtschaft (IfW)
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Manchester Metropolitan University
1
Nuffield College
1
Panepistēmio Kypru
1
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
1
Rutgers University / Department of Economics
1
Springer International Publishing
1
Statistisk Sentralbyrå, Government of Norway
1
Sveriges Riksbank
1
University of California Davis / Department of Economics
1
University of Melbourne / Department of Economics
1
University of Strathclyde / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
Økonomisk Institut, Københavns Universitet
1
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Journal of econometrics
69
Economics letters
37
Discussion papers / Department of Economics, University of Copenhagen
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Economic modelling
30
Applied economics
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Working paper
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
27
CREATES research paper
25
International Journal of Energy Economics and Policy : IJEEP
23
Econometrics : open access journal
20
Discussion papers of interdisciplinary research project 373
19
Journal of economic dynamics & control
18
Econometric reviews
17
Econometric theory
17
International journal of forecasting
17
CESifo working papers
16
Discussion paper / Centre for Economic Policy Research
16
Journal of forecasting
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The econometrics journal
15
Energy economics
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Discussion paper / Tinbergen Institute
13
Discussion papers / CEPR
13
Oxford bulletin of economics and statistics
13
SFB 649 discussion paper
12
EUI working paper
11
Queen's Economics Department working paper
11
Theoretical and applied economics : GAER review
11
CAMA working paper series
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Journal of international money and finance
10
Journal of macroeconomics
10
Macroeconomic dynamics
10
Economics discussion papers
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Applied economics letters
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Cardiff economics working papers
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Cogent economics & finance
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ECONIS (ZBW)
2,083
EconStor
8
RePEc
8
ArchiDok
2
Other ZBW resources
1
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date (oldest first)
1
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:
2
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
Saved in:
3
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
4
Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386990
Saved in:
5
Bootstrap testing of hypotheses on
co-integration
relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
6
Impulse response analysis in vector autoregressions with unknown lag order
Kilian, Lutz
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 161-179
Persistent link: https://www.econbiz.de/10001570835
Saved in:
7
Bootstrap sequential determination of the
co-integration
rank in VAR-models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003932344
Saved in:
8
A bootstrap cointegrated rank test for panels of VAR models
Callot, Laurent A. F.
-
2010
Persistent link: https://www.econbiz.de/10008746090
Saved in:
9
Bootstrap determination of the
co-integration
rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Saved in:
10
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:
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