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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Estimation theory"
~person:"Cheung, Yin-Wong"
~person:"Lütkepohl, Helmut"
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Estimation theory
Schätztheorie
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Cheung, Yin-Wong
Lütkepohl, Helmut
Li, Qi
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Gao, Jiti
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
DIW Berlin Discussion Paper
6
Discussion papers of interdisciplinary research project 373
6
Econometric theory
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Journal of economic dynamics & control
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Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Nonparametric dynamic modelling
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Special issue on "money demand in Europe"
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Studies in empirical economics
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1
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
2
Common predictable components in regional stock markets
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 35-42
Persistent link: https://www.econbiz.de/10001214318
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3
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:
4
A fractional cointegration analysis of purchasing power parity
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 103-112
Persistent link: https://www.econbiz.de/10001137096
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5
Long memory in foreign-exchange rates
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10001137097
Saved in:
6
Forecasting vector ARMA processes with systematically missing observations
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10001009797
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