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subject:"Time series analysis"
person:"Lütkepohl, Helmut"
~person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
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Time series analysis
Theorie
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15
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6
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6
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5
Kointegration
5
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3
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00.12.1994
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Lütkepohl, Helmut
Kapetanios, George
Phillips, Peter C. B.
15
Koop, Gary
8
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Xiao, Zhijie
6
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5
Hallin, Marc
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Teräsvirta, Timo
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4
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4
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4
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4
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4
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3
Bai, Jushan
3
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3
Bauwens, Luc
3
Breitung, Jörg
3
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Horváth, Lajos
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3
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3
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3
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3
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Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
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ECONIS (ZBW)
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1
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
2
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
3
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
4
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:
5
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
6
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:
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