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person:"Lütkepohl, Helmut"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kunst, Robert M."
~person:"Robinson, Peter M."
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Identification via heteroskedasticity
3
Time series analysis
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VAR model
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Zeitreihenanalyse
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Lütkepohl, Helmut
Kunst, Robert M.
Robinson, Peter M.
Chan, Joshua
4
Aguiar-Conraria, Luís
3
Aoki, Masanao
3
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Journal of economic dynamics & control
IHS economics series : working paper
22
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Reihe Ökonomie
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Journal of econometrics
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Econometric theory
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Econometrics papers
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Discussion papers of interdisciplinary research project 373
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EUI working paper / ECO
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Forschungsbericht / Institut für Höhere Studien und Wissenschaftliche Forschung, Wien
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
International journal of forecasting
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SFB 649 discussion paper
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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CESifo working papers
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DIW Berlin Discussion Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of forecasting
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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LSE STICERD Research Paper
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The review of economic studies
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Themes in modern econometrics
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Applied financial economics
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Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
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Journal of applied econometrics
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Report / Econometric Institute, Erasmus University Rotterdam
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Research memorandum / Institute for Advanced Studies, Vienna / Institut für Höhere Studien, Wien
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Special issue on new developments in time series econometrics
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Studien zur angewandten Wirtschaftsforschung und Statistik aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
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Working paper series / Universität München, Center for Economic Studies
2
A companion to economic forecasting
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Advanced texts in econometrics
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ECONIS (ZBW)
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1
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
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
Saved in:
3
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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