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person:"Lütkepohl, Helmut"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of economic dynamics & control"
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Zeitreihenanalyse
Estimation theory
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Schätztheorie
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Structural vector autoregression
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VAR model
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VAR-Modell
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ARCH-Modell
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Conditional heteroskedasticity
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GARCH
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Heteroskedastizität
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Identification via heteroskedasticity
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Time series analysis
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Bootstrap approach
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Deutschland
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GMM
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Geldmarkt
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Lütkepohl, Helmut
Cogley, Timothy
2
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Fuertes, Ana María
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Harvey, Andrew C.
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Hong, Yongmiao
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Journal of economic dynamics & control
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
DIW Berlin Discussion Paper
3
Discussion papers of interdisciplinary research project 373
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Journal of econometrics
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SFB 649 discussion paper
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Econometric theory
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computational economics
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EUI working paper / ECO
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Journal of economic surveys
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Lodz economics working papers
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The econometrics journal
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Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
2
Testing for identification in SVAR-GARCH models
Lütkepohl, Helmut
;
Milunovich, George
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 241-258
Persistent link: https://www.econbiz.de/10011709107
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