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subject:"Deutschland"
subject:"Forecasting model"
~person:"Lütkepohl, Helmut"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation theory
33
Schätztheorie
33
Time series analysis
15
Zeitreihenanalyse
15
Theorie
13
Theory
13
VAR model
13
VAR-Modell
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Germany
7
Estimation
6
Geldnachfrage
6
Heteroscedasticity
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Money demand
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Bootstrap approach
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Structural vector autoregression
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Shock
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Vector autoregressive process
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Währungsunion
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vector autoregressive process
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00.12.1994
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Lütkepohl, Helmut
Kumar, Dilip
10
Cai, Zongwu
7
Swanson, Norman R.
7
Baillie, Richard
6
Baltagi, Badi H.
6
Demetrescu, Matei
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5
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5
Tu, Yundong
5
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Wolters, Jürgen
5
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5
Bauwens, Luc
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
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Kredit und Kapital
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Macroeconomic dynamics
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Nonparametric dynamic modelling
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Special issue on "money demand in Europe"
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ECONIS (ZBW)
8
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1
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
Saved in:
2
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
Saved in:
3
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001421492
Saved in:
4
A money demand system for German M3
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 371-386
Persistent link: https://www.econbiz.de/10001338278
Saved in:
5
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
6
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
7
Stabilitätsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansätze zur Modellierung variierender Regressionskoeffizienten
Lütkepohl, Helmut
- In:
Kredit und Kapital
28
(
1995
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10001178361
Saved in:
8
Impulse response analysis of cointegrated systems
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
16
(
1992
)
1
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001115981
Saved in:
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