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person:"Lütkepohl, Helmut"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Herwartz, Helmut"
~person:"Tjostheim, Dag"
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Time series analysis
Theorie
33
Theory
33
VAR model
10
VAR-Modell
10
Zeitreihenanalyse
10
Estimation
8
Schätzung
8
Cointegration
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Einheitswurzeltest
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Unit root test
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Deutschland
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Estimation theory
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Lütkepohl, Helmut
Herwartz, Helmut
Tjostheim, Dag
Härdle, Wolfgang
10
Gil-Alaña, Luis A.
9
Saikkonen, Pentti
7
Breitung, Jörg
5
Lanne, Markku
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Spokojnyj, Vladimir G.
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Tschernig, Rolf
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Candelon, Bertrand
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Kleinow, Torsten
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Nakano, Junji
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Salau, M. O.
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Bunke, Olaf
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Discussion papers of interdisciplinary research project 373
6
Econometric theory
6
Journal of econometrics
6
EUI working paper / ECO
5
Economics letters
5
SFB 649 discussion paper
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
CESifo working papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
CORE discussion paper : DP
2
Cege discussion paper
2
International journal of forecasting
2
Journal of forecasting
2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
2
A companion to economic forecasting
1
Arbeidsnotat / Norges Bank
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Arbeidsnotat / Norges Bank / Norges Bank
1
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
1
DIW Berlin Discussion Paper
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Econometric reviews
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Econometrics : open access journal
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic inquiry
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Economics working paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Energy economics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International statistical review : a journal of the International Statistical Institute and its associations
1
International symposia in economic theory and econometrics
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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ECONIS (ZBW)
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1
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001582163
Saved in:
2
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
3
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413243
Saved in:
4
Comparison of unit root tests for time series with level shifts
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
1999
Persistent link: https://www.econbiz.de/10001424859
Saved in:
5
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001425254
Saved in:
6
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000996285
Saved in:
7
Modeling panels of intercorrelated autoregressive time series
Hjellvik, Vidar
;
Tjostheim, Dag
-
1998
Persistent link: https://www.econbiz.de/10000992219
Saved in:
8
Nonparametric estimation in null recurrent times series
Karlsen, Hans Arnfinn
;
Tjostheim, Dag
-
1998
Persistent link: https://www.econbiz.de/10000992263
Saved in:
9
Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992267
Saved in:
10
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
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