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subject:"Time series analysis"
~institution:"European University Institute / Department of Economics"
~institution:"University of Chicago / Center for Research in Security Prices"
~subject:"VAR model"
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Time series analysis
VAR model
Theorie
266
Theory
266
Zeitreihenanalyse
34
USA
27
United States
27
Estimation theory
21
Schätztheorie
21
Spieltheorie
16
Game theory
15
Cointegration
14
Kointegration
14
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13
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13
Preismanagement
12
Pricing strategy
12
Learning process
11
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11
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7
Oligopoly
7
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7
Statistical theory
7
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39
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39
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39
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39
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English
43
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Maravall Herrero, Agustín
12
Lütkepohl, Helmut
9
Gómez, Víctor
5
Lanne, Markku
3
Marcellino, Massimiliano
3
Saikkonen, Pentti
3
Grillenzoni, Carlo
2
Haldrup, Niels
2
Menzly, Lior
2
Mizon, Grayham E.
2
Santos, Tano
2
Trenkler, Carsten
2
Alberola, Enrique
1
Artis, Michael J.
1
Banerjee, Anindya
1
Brüggemann, Ralf
1
Canova, Fabio
1
Claeys, Peter
1
Fiorentini, Gabriele
1
Franses, Philip Hans
1
Georgiev, Iliyan
1
Ghysels, Eric
1
Hallin, Marc
1
Kascha, Christian
1
Krolzig, Hans-Martin
1
Liška, Roman
1
López, J. Humberto
1
Masten, Igor
1
Mathis, Alexandre
1
Meitz, Mika
1
Mertens, Karl
1
Orts Ríos, Vicente
1
Peña, Daniel
1
Planas, Christophe
1
Proietti, Tommaso
1
Pástor, Ľuboš
1
Rodrigues, Paulo M. M.
1
Salmon, Mark H.
1
Stambaugh, Robert F.
1
Veronesi, Pietro
1
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European University Institute / Department of Economics
University of Chicago / Center for Research in Security Prices
National Bureau of Economic Research
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Ekonomiska forskningsinstitutet <Stockholm>
45
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
European University Institute / Department of Law
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
University of Strathclyde / Department of Economics
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Leibniz-Institut für Wirtschaftsforschung Halle
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
University of Southampton / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Center for Economic Research <Tilburg>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Instituto Valenciano de Investigaciones Económicas
4
University of Cambridge / Department of Applied Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Konjunkturinstitutet <Stockholm>
3
Københavns Universitet / Økonomisk Institut
3
National Institute of Economic and Social Research
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Rutgers University / Department of Economics
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of California Davis / Department of Economics
3
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EUI working paper / ECO
40
Working paper series / Center for Research in Security Prices
3
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ECONIS (ZBW)
43
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1
Dynamic factors in the presence of block structure
Hallin, Marc
(
contributor
);
Liška, Roman
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724330
Saved in:
2
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
Saved in:
3
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724354
Saved in:
4
Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003652053
Saved in:
5
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
6
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
7
Business cycle analysis and VARMA models
Kascha, Christian
(
contributor
);
Mertens, Karl
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003419732
Saved in:
8
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
9
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
10
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
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