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person:"Lütkepohl, Helmut"
subject:"Schätztheorie"
~isPartOf:"EUI working paper / ECO"
~person:"Lee, Lung-fei"
~subject:"Heteroscedasticity"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Heteroscedasticity
Estimation theory
3
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Lütkepohl, Helmut
Lee, Lung-fei
Maravall Herrero, Agustín
10
Gómez, Víctor
7
Johansen, Søren
5
Fiorentini, Gabriele
4
Maravall, Agustín
4
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Jordà, Òscar
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Peña, Daniel
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1
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Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009405401
Saved in:
2
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003957277
Saved in:
3
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
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