//--> //--> //--> //-->
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
subject:"Volatility"
type_genre:"Article in journal"
~person:"Lütkepohl, Helmut"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Time series analysis
USA
Estimation theory
32
Schätztheorie
32
Zeitreihenanalyse
16
Theorie
13
Theory
13
VAR model
13
VAR-Modell
13
Deutschland
7
Germany
7
Heteroscedasticity
7
Heteroskedastizität
7
Estimation
6
Schätzung
6
Structural vector autoregression
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Geldnachfrage
5
Money demand
5
Cointegration
4
Kointegration
4
ARCH model
3
ARCH-Modell
3
Conditional heteroskedasticity
3
Heteroskedasticity
3
Impulse responses
3
Proxy VAR
3
Schock
3
Shock
3
GARCH
2
Geldpolitik
2
Identification via heteroskedasticity
2
Monetary policy
2
Vector autoregressive process
2
00.12.1994
1
1960-1992
1
1960-1994
1
1976-1996
1
Autocorrelation
1
Autokorrelation
1
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
15
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Arbeitspapier
21
Working Paper
21
Graue Literatur
20
Non-commercial literature
20
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Aufsatz im Buch
1
Book section
1
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
16
Author
All
Lütkepohl, Helmut
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
Linton, Oliver
18
Harvey, Andrew C.
16
Kumar, Dilip
16
Taylor, Robert
16
Teräsvirta, Timo
16
Hassler, Uwe
14
Johansen, Søren
14
Maheswaran, S.
14
Chambers, Marcus J.
13
Gao, Jiti
13
Ghysels, Eric
13
Li, Jia
13
Perron, Pierre
13
Tauchen, George Eugene
13
Xiao, Zhijie
13
Todorov, Viktor
12
Baillie, Richard
11
Baltagi, Badi H.
11
Koop, Gary
11
Koopman, Siem Jan
11
McAleer, Michael
11
Zhu, Ke
11
Bauwens, Luc
10
Francq, Christian
10
Granger, C. W. J.
10
Hendry, David F.
10
Li, Qi
10
Lucas, André
10
Robinson, Peter M.
10
Zakoïan, Jean-Michel
10
Fan, Jianqing
9
Franses, Philip Hans
9
Hafner, Christian M.
9
Harvey, David I.
9
Hong, Yongmiao
9
Kapetanios, George
9
Nelson, Daniel B.
9
more ...
less ...
Published in...
All
Journal of econometrics
3
Journal of economic dynamics & control
3
Econometric theory
2
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Computational economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of economic surveys
1
Nonparametric dynamic modelling
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
3
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:
4
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
5
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
6
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
Saved in:
7
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
Saved in:
8
Testing for identification in SVAR-GARCH models
Lütkepohl, Helmut
;
Milunovich, George
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 241-258
Persistent link: https://www.econbiz.de/10011709107
Saved in:
9
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
Saved in:
10
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->