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institution:"Johns Hopkins University / Department of Economics"
subject:"Estimation theory"
~institution:"European University Institute / Department of Economics"
~subject:"Schätzung"
~subject:"VAR-Modell"
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Estimation theory
Schätzung
VAR-Modell
Theorie
315
Theory
315
Time series analysis
31
Zeitreihenanalyse
31
Schätztheorie
24
USA
23
United States
23
Spieltheorie
19
Game theory
18
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Cointegration
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English
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Lütkepohl, Helmut
9
Maravall Herrero, Agustín
9
Gómez, Víctor
4
Lanne, Markku
4
Shum, Matthew
3
Brüggemann, Ralf
2
Ehrbeck, Tilman
2
Fiorentini, Gabriele
2
Hong, Han
2
Saikkonen, Pentti
2
Trenkler, Carsten
2
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1
Belzil, Christian
1
Calzolari, Giorgio
1
Canova, Fabio
1
Claeys, Peter
1
DeLong, James Bradford
1
Esteban, Susanna
1
Franses, Philip Hans
1
Gallo, Giampiero M.
1
Haldrup, Niels
1
Hinloopen, Jeroen
1
Hirano, Keisuke
1
Imbens, Guido
1
Kascha, Christian
1
Kostial, Kristina
1
Krolzig, Hans-Martin
1
López, J. Humberto
1
Mathis, Alexandre
1
Mertens, Karl
1
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1
Moffitt, Robert A.
1
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1
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1
Peña, Daniel
1
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1
Ravn, Morten O.
1
Ridder, Geert
1
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1
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Johns Hopkins University / Department of Economics
European University Institute / Department of Economics
National Bureau of Economic Research
492
Ekonomiska forskningsinstitutet <Stockholm>
68
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
Forschungsinstitut zur Zukunft der Arbeit
39
Umeå universitet
29
Springer Fachmedien Wiesbaden
28
Center for Economic Research <Tilburg>
23
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
21
University of New England / Department of Econometrics
20
Institut für Weltwirtschaft
18
University of Exeter / Department of Economics
17
Federal Reserve System / Division of Research and Statistics
14
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14
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13
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12
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12
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11
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11
Verlag Dr. Kovač
11
Universität Basel / Institut für Statistik und Ökonometrie
10
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10
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9
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9
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8
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7
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7
Centre for Microdata Methods and Practice <London>
7
Chambre de commerce et d'industrie de Paris
7
Eric Cuvillier <Firma>
7
European University Institute / Department of Law
7
Goethe-Universität Frankfurt am Main
7
Rodney L. White Center for Financial Research
7
University of Strathclyde / Department of Economics
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EUI working paper / ECO
37
Working papers / Department of Economics, The Johns Hopkins University
5
EUI working papers : ECO / Economics Department
1
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ECONIS (ZBW)
42
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1
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
2
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
3
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
Saved in:
4
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
5
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
6
Business cycle analysis and VARMA models
Kascha, Christian
(
contributor
);
Mertens, Karl
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003419732
Saved in:
7
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
8
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
9
Econometric models of asymmetric ascending auctions
Hong, Han
(
contributor
);
Shum, Matthew
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611400
Saved in:
10
Durable-goods oligopoly with secondary markets : theory and an empirical application to the automobile market
Esteban, Susanna
(
contributor
);
Shum, Matthew
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611402
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