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subject:"Theory"
~person:"Giles, David E. A."
~person:"Lütkepohl, Helmut"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Theory
Estimation theory
59
Schätztheorie
59
Theorie
32
Time series analysis
18
Zeitreihenanalyse
18
VAR model
12
VAR-Modell
12
Deutschland
7
Germany
7
Estimation
6
Heteroscedasticity
6
Heteroskedastizität
6
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6
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5
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Structural vector autoregression
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4
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4
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3
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2
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2
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Maximum likelihood estimation
2
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Maßzahl
2
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2
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Article
32
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Article in journal
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32
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21
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21
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English
32
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Giles, David E. A.
Lütkepohl, Helmut
Andrews, Donald W. K.
30
Phillips, Peter C. B.
29
Newey, Whitney K.
27
Li, Qi
25
Baltagi, Badi H.
23
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
McAleer, Michael
19
Gouriéroux, Christian
18
Horowitz, Joel
18
Krämer, Walter
18
King, Maxwell L.
17
Lee, Lung-fei
17
Ullah, Aman
17
Granger, C. W. J.
16
Robinson, Peter M.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Schmidt, Peter
15
Kelejian, Harry H.
14
Bai, Jushan
13
Bera, Anil K.
13
Godfrey, L. G.
13
Rilstone, Paul
13
Smith, Richard J.
13
Franses, Philip Hans
12
Ghysels, Eric
12
Hendry, David F.
12
Hill, Rufus Carter
12
Imbens, Guido
12
Linton, Oliver
12
Perron, Pierre
12
Simar, Léopold
12
Arellano, Manuel
11
Fan, Yanqin
11
Hsiao, Cheng
11
Kuan, Chung-ming
11
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Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Econometric reviews
3
Econometric theory
3
Journal of econometrics
3
Oxford bulletin of economics and statistics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
The journal of international trade & economic development
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The review of economics and statistics
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ECONIS (ZBW)
32
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1
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10
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32
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1
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Saved in:
2
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
3
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:
4
Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Neumann, Michael H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
Saved in:
5
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
Saved in:
6
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:
7
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
8
The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 119-130
Persistent link: https://www.econbiz.de/10001217204
Saved in:
9
Modified Wald tests under nonregular conditions
Lütkepohl, Helmut
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10001219971
Saved in:
10
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:
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