//--> //--> //-->
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
subject:"Share price"
subject:"Stock index"
~person:"Lütkepohl, Helmut"
~subject:"Theory"
~type_genre:"Article in journal"
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"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stock index
Theory
Estimation
14
Schätzung
14
VAR model
8
VAR-Modell
8
Theorie
7
Time series analysis
7
Zeitreihenanalyse
7
Estimation theory
5
Heteroscedasticity
5
Heteroskedastizität
5
Schock
5
Schätztheorie
5
Shock
5
Cointegration
4
Deutschland
4
Geldpolitik
4
Germany
4
Kointegration
4
Monetary policy
4
Bayes-Statistik
2
Bayesian inference
2
Economic indicator
2
Euro area
2
Eurozone
2
Forecasting model
2
Geldnachfrage
2
Identification through heteroskedasticity
2
Markov chain
2
Markov-Kette
2
Money demand
2
Prognoseverfahren
2
Stochastic process
2
Stochastischer Prozess
2
Structural vector autoregression
2
Welt
2
Wirtschaftsindikator
2
World
2
Yield curve
2
Zinsstruktur
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
18
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Aufsatz in Zeitschrift
8
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
8
Author
All
Lütkepohl, Helmut
Gupta, Rangan
68
Gil-Alaña, Luis A.
48
Caporale, Guglielmo Maria
40
Wohar, Mark E.
39
Narayan, Paresh Kumar
34
McMillan, David G.
32
Tiwari, Aviral Kumar
32
Zaremba, Adam
31
Pierdzioch, Christian
26
Serletis, Apostolos
26
Kumbhakar, Subal
25
Bollerslev, Tim
22
Apergēs, Nikolaos
20
Bahmani-Oskooee, Mohsen
20
Lee, Chien-chiang
20
McAleer, Michael
20
Chiang, Thomas C.
19
Moosa, Imad A.
19
Todorov, Viktor
19
Balcilar, Mehmet
18
Jawadi, Fredj
18
Brooks, Robert
17
Ma, Feng
17
Salisu, Afees A.
17
Chang, Tsangyao
16
Westerlund, Joakim
16
Fabozzi, Frank J.
15
Hsing, Yu
15
Tauchen, George Eugene
15
Bohl, Martin T.
14
Engsted, Tom
14
Ghysels, Eric
14
Belke, Ansgar
13
Bouri, Elie
13
Cakici, Nusret
13
Herwartz, Helmut
13
MacDonald, Ronald
13
Peel, David
13
Shi, Yanlin
13
Zhang, Yaojie
13
more ...
less ...
Published in...
All
Journal of economic dynamics & control
2
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
2
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
3
Choosing between different time-varying volatility models for structural vector autoregressive analysis
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
4
,
pp. 715-735
Persistent link: https://www.econbiz.de/10011969506
Saved in:
4
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:
5
The role of the log transformation in forecasting economic variables
Lütkepohl, Helmut
;
Fang, Xu
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
3
,
pp. 619-638
Persistent link: https://www.econbiz.de/10009547180
Saved in:
6
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:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->