//--> //--> //--> //-->
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
person:"Peersman, Gert"
~person:"Kilian, Lutz"
~person:"Nielsen, Morten Ørregaard"
~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:"Vector autoregression"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theory
VAR model
32
VAR-Modell
32
Theorie
11
Oil price
10
Schock
10
Shock
10
Ölpreis
10
Bootstrap approach
8
Bootstrap-Verfahren
8
USA
7
United States
7
Cointegration
6
Estimation
6
Estimation theory
6
Induktive Statistik
6
Kointegration
6
Schätztheorie
6
Schätzung
6
Statistical inference
6
Geldpolitik
5
Monetary policy
5
Euro area
4
Eurozone
4
Bootstrap
3
Impact assessment
3
Lag model
3
Lag-Modell
3
Welt
3
Wirkungsanalyse
3
World
3
Angebot
2
Business cycle
2
Börsenkurs
2
Canada
2
Demand
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
EU countries
2
EU-Staaten
2
more ...
less ...
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
29
Working Paper
29
Graue Literatur
28
Non-commercial literature
28
Aufsatz in Zeitschrift
11
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
11
Author
All
Peersman, Gert
Kilian, Lutz
Nielsen, Morten Ørregaard
Lütkepohl, Helmut
25
Koop, Gary
13
Saikkonen, Pentti
13
Marcellino, Massimiliano
12
Schorfheide, Frank
12
Johansen, Søren
11
Carriero, Andrea
10
Mumtaz, Haroon
10
Fève, Patrick
9
Chan, Joshua
8
Gupta, Rangan
8
Hecq, Alain W. J.
8
Herwartz, Helmut
7
Huber, Florian
7
Huh, Hyeon-seung
7
Jusélius, Katarina
7
Pesaran, M. Hashem
7
Rahbek, Anders
7
Clark, Todd E.
6
Giannone, Domenico
6
Paruolo, Paolo
6
Theodoridis, Konstantinos
6
Zha, Tao
6
An, Sungbae
5
Benati, Luca
5
Canova, Fabio
5
Franchi, Massimo
5
Guay, Alain
5
Hoover, Kevin D.
5
Korobilis, Dimitris
5
Pagan, Adrian R.
5
Pfarrhofer, Michael
5
Trenkler, Carsten
5
Österholm, Pär
5
Belke, Ansgar
4
Casarin, Roberto
4
Castelnuovo, Efrem
4
Cavicchioli, Maddalena
4
Chudik, Alexander
4
more ...
less ...
Published in...
All
The review of economics and statistics
3
International economic review
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of forecasting
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Saved in:
2
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10011348418
Saved in:
3
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2667-2732
Persistent link: https://www.econbiz.de/10009689454
Saved in:
4
How reliable are local projection estimators of impulse responses?
Kilian, Lutz
;
Kim, Yun Jung
- In:
The review of economics and statistics
93
(
2011
)
4
,
pp. 1460-1466
Persistent link: https://www.econbiz.de/10009380965
Saved in:
5
Technology shocks and robust sign restrictions in a euro area SVAR
Peersman, Gert
;
Straub, Roland
- In:
International economic review
50
(
2009
)
3
,
pp. 727-750
Persistent link: https://www.econbiz.de/10003876301
Saved in:
6
Bootsstrapping smooth functions of slope parameters and innovation variances in var(∞)models
Inoue, Atsushi
;
Kilian, Lutz
- In:
International economic review
43
(
2002
)
2
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001680467
Saved in:
7
Impulse response analysis in vector autoregressions with unknown lag order
Kilian, Lutz
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 161-179
Persistent link: https://www.econbiz.de/10001570835
Saved in:
8
How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz
;
Chang, Pao-li
- In:
Economics letters
69
(
2000
)
3
,
pp. 299-307
Persistent link: https://www.econbiz.de/10001525599
Saved in:
9
Residual-based tests for normality in autoregressions : asymptotic theory and simulation evidence
Kilian, Lutz
;
Demiroğlu, Ufuk
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001441595
Saved in:
10
Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses
Kilian, Lutz
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 652-660
Persistent link: https://www.econbiz.de/10001437386
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->