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VAR-Modell
Schätztheorie
35,691
Estimation theory
35,066
Zeitreihenanalyse
29,568
Time series analysis
28,483
Theorie
20,846
Theory
20,191
Schätzung
10,096
Estimation
9,909
Prognoseverfahren
7,071
Forecasting model
6,910
Regressionsanalyse
4,509
Regression analysis
4,481
USA
4,168
Volatilität
4,146
Volatility
4,064
United States
4,039
Nichtparametrisches Verfahren
3,920
Nonparametric statistics
3,793
Kointegration
2,744
Cointegration
2,695
Börsenkurs
2,441
ARCH-Modell
2,439
ARCH model
2,398
Share price
2,382
Statistischer Test
2,381
Kapitaleinkommen
2,333
Capital income
2,326
Statistical test
2,305
Panel
2,301
Panel study
2,245
Konjunktur
2,166
Stochastischer Prozess
2,150
Stochastic process
2,091
Business cycle
2,088
Bayes-Statistik
2,050
Bayesian inference
2,017
VAR model
1,948
Statistische Verteilung
1,847
Statistical distribution
1,810
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Online availability
All
Free
1,006
Undetermined
514
Type of publication
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Book / Working Paper
1,083
Article
898
Other
1
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Article in journal
855
Aufsatz in Zeitschrift
855
Graue Literatur
705
Non-commercial literature
705
Working Paper
697
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671
Aufsatz im Buch
32
Book section
32
Hochschulschrift
32
Thesis
18
Collection of articles written by one author
15
Sammlung
15
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
9
Conference paper
9
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9
Lehrbuch
8
Textbook
6
Konferenzschrift
5
Amtsdruckschrift
4
Bibliografie enthalten
4
Bibliography included
4
Government document
4
Article
3
Doctoral Thesis
3
Handbook
3
Handbuch
3
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2
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1
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1
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1
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English
1,964
German
15
Czech
1
Polish
1
Portuguese
1
Spanish
1
Author
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Lütkepohl, Helmut
86
Koop, Gary
41
Marcellino, Massimiliano
35
Kilian, Lutz
31
Chan, Joshua
29
Staszewska-Bystrova, Anna
24
Winker, Peter
24
Inoue, Atsushi
22
Carriero, Andrea
21
Korobilis, Dimitris
20
Giannone, Domenico
19
Johansen, Søren
19
Pesaran, M. Hashem
19
Kapetanios, George
18
Clark, Todd E.
17
Gupta, Rangan
16
Jusélius, Katarina
16
Hecq, Alain W. J.
15
Huber, Florian
15
Mumtaz, Haroon
15
Poon, Aubrey
15
Lenza, Michele
14
Rahbek, Anders
14
Saikkonen, Pentti
14
Schorfheide, Frank
14
Vahid, Farshid
14
Mitchell, James
13
Athanasopoulos, George
12
Benati, Luca
12
Lanne, Markku
12
Mertens, Elmar
12
Theodoridis, Konstantinos
12
Assenmacher-Wesche, Katrin
11
Bruns, Martin
11
Kurita, Takamitsu
11
Stock, James H.
11
Strachan, Rodney W.
11
Chevillon, Guillaume
10
Croux, Christophe
10
Cubadda, Gianluca
10
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National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
European University Institute / Department of Law
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
University of Strathclyde / Department of Economics
3
European University Institute / Department of Economics
2
Federal Reserve Bank of St. Louis
2
United States International Trade Commission / Office of Industries
2
Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Europäische Kommission / Statistisches Amt
1
Københavns Universitet / Økonomisk Institut
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Narodna Banka na Republika Makedonija
1
Nuffield College
1
Panepistēmio Kypru
1
Rodney L. White Center for Financial Research
1
Springer International Publishing
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of California Davis / Department of Economics
1
University of Leicester / Department of Economics
1
University of Southampton / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
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Journal of econometrics
70
Economics letters
41
International journal of forecasting
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Working paper
25
Economic modelling
24
CESifo working papers
22
Discussion papers / CEPR
22
CAMA working paper series
21
Journal of economic dynamics & control
21
Econometrics : open access journal
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
CREATES research paper
18
Journal of forecasting
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Applied economics
17
Federal Reserve Bank of Cleveland working paper series
17
Discussion papers / Department of Economics, University of Copenhagen
16
Working paper series / European Central Bank
16
Econometric theory
14
Energy economics
14
International Journal of Energy Economics and Policy : IJEEP
14
Discussion paper / Centre for Economic Policy Research
13
Discussion paper / Tinbergen Institute
13
Journal of applied econometrics
13
Econometric reviews
12
Journal of macroeconomics
12
NBER working paper series
12
SFB 649 discussion paper
12
CAMA Working Paper
11
DIW Berlin Discussion Paper
11
ECB Working Paper
11
Macroeconomic dynamics
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Applied economics letters
10
Working papers
10
Oxford bulletin of economics and statistics
9
Strathclyde discussion papers in economics
9
The econometrics journal
9
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Source
All
ECONIS (ZBW)
1,944
EconStor
33
RePEc
2
BASE
1
ArchiDok
1
OLC EcoSci
1
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1
Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang
-
1994
Persistent link: https://www.econbiz.de/10000147691
Saved in:
2
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
Swanson, Norman R.
;
Granger, C. W. J.
-
1992
Persistent link: https://www.econbiz.de/10000853659
Saved in:
3
On cointegration test for VAR models with drift
Yang, Minxian
;
Bewley, Ronald A.
-
1995
Persistent link: https://www.econbiz.de/10000917803
Saved in:
4
Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000814457
Saved in:
5
The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828077
Saved in:
6
The vector autoregression (VAR) approach to econometric modelling
1997
Persistent link: https://www.econbiz.de/10001361276
Saved in:
7
Cointegration and time-varying parameters : a comment
Honohan, Patrick
- In:
European economic review : EER
37
(
1993
)
6
,
pp. 1279-1281
Persistent link: https://www.econbiz.de/10001146928
Saved in:
8
Modelos de series de tiempo para el pronóstico de precios de minerales
Araníbar del Alcázar, Jaime
- In:
Análisis económico
14
(
1996
),
pp. 29-76
Persistent link: https://www.econbiz.de/10001231308
Saved in:
9
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
Saved in:
10
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
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