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person:"Granger, C. W. J."
subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~person:"Lütkepohl, Helmut"
~person:"Teräsvirta, Timo"
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Schätztheorie
Estimation theory
2
1960-1994
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Aktienindex
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1
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1
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Granger, C. W. J.
Lütkepohl, Helmut
Teräsvirta, Timo
Pesaran, M. Hashem
4
Doppelhofer, Gernot
3
Koop, Gary
3
MacKinnon, James G.
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Pagan, Adrian R.
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Parmeter, Christopher F.
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Trivedi, Pravin K.
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Bai, Jushan
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Deb, Partha
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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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Journal of applied econometrics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Discussion paper / Department of Economics, University of California San Diego
13
Journal of econometrics
12
CREATES research paper
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Working paper series in economics and finance
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Discussion papers of interdisciplinary research project 373
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Oxford bulletin of economics and statistics
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SFB 649 discussion paper
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Arbeidsnotat / Norges Bank
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Nonparametric dynamic modelling
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Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001421492
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2
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 217-244
Persistent link: https://www.econbiz.de/10001244225
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