//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Shin, Yongcheol"
subject:"Schätzung"
~accessRights:"restricted"
~person:"Lütkepohl, Helmut"
~subject:"Structural vector autoregression"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Structural vector autoregression
Estimation theory
15
Schätztheorie
15
VAR model
9
VAR-Modell
9
Time series analysis
8
Zeitreihenanalyse
8
Heteroscedasticity
6
Heteroskedastizität
6
ARCH model
5
ARCH-Modell
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Estimation
4
Conditional heteroskedasticity
3
Bootstrap
2
Cointegration
2
GARCH
2
Heteroskedasticity
2
Identification via heteroskedasticity
2
Impulse responses
2
Kointegration
2
Markov chain
2
Markov-Kette
2
Method of moments
2
Momentenmethode
2
Panel
2
Panel study
2
Proxy VAR
2
Schock
2
Shock
2
Vector autoregressive process
2
Autocorrelation
1
Autokorrelation
1
CCEX-IV estimation
1
Common correlated estimator
1
Confidence band
1
Correlation
1
Cross-section dependence
1
more ...
less ...
Online availability
All
Undetermined
Free
15
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
8
Author
All
Shin, Yongcheol
Lütkepohl, Helmut
Gao, Jiti
10
Kumbhakar, Subal
9
Li, Jia
9
Marcellino, Massimiliano
8
Todorov, Viktor
8
Linton, Oliver
7
Su, Liangjun
7
Tauchen, George Eugene
7
Baltagi, Badi H.
6
Kapetanios, George
6
Kim, Donggyu
6
Kumar, Dilip
6
Lee, Lung-fei
6
Tsionas, Efthymios G.
6
Westerlund, Joakim
6
Francq, Christian
5
Park, Joon Y.
5
Parmeter, Christopher F.
5
Sentana, Enrique
5
Winkelmann, Rainer
5
Cai, Zongwu
4
Egger, Peter
4
Escanciano, Juan Carlos
4
Gouriéroux, Christian
4
Hsiao, Cheng
4
Hsu, Yu-Chin
4
Iaria, Alessandro
4
Jochmans, Koen
4
Lesage, James P.
4
Liu, Zhi
4
Phillips, Peter C. B.
4
Schorfheide, Frank
4
Wang, Taining
4
Wang, Yazhen
4
Wu, Xinyu
4
Zakoïan, Jean-Michel
4
Zhou, Qiankun
4
Ai, Chunrong
3
Amengual, Dante
3
more ...
less ...
Published in...
All
Journal of economic dynamics & control
3
Journal of econometrics
2
Discussion paper / Centre for Economic Policy Research
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
2
Estimation and inference in heterogeneous spatial panels with a multifactor error structure
Chen, Jia
;
Shin, Yongcheol
;
Zheng, Chaowen
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10013441830
Saved in:
3
Qualitative versus quantitative external information for proxy vector autoregressive analysis
Boer, Lukas
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668854
Saved in:
4
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:
5
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
Saved in:
6
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
Saved in:
7
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
Saved in:
8
Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander
-
1999
Persistent link: https://www.econbiz.de/10013422836
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->