//--> //--> //--> //-->
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
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"EUI working paper / ECO"
~subject:"Forecasting model"
~subject:"Kointegration"
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: "Lütkepohl, Helmut"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Kointegration
VAR model
32
VAR-Modell
32
Theorie
24
Theory
24
Cointegration
14
Schock
13
Shock
13
Time series analysis
13
Zeitreihenanalyse
13
Estimation theory
11
Schätztheorie
11
Geldpolitik
8
Monetary policy
8
Prognoseverfahren
8
Heteroscedasticity
7
Heteroskedastizität
7
Estimation
6
Schätzung
6
USA
6
United States
6
Aggregation
4
Autocorrelation
4
Autokorrelation
4
Markov chain
4
Markov-Kette
4
Volatility
4
Volatilität
4
Aktienmarkt
3
Deutschland
3
EU countries
3
EU-Staaten
3
Germany
3
Stochastic process
3
Stochastischer Prozess
3
Stock market
3
ARCH model
2
ARCH-Modell
2
Arbeitslosigkeit
2
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
All
English
21
Author
All
Lütkepohl, Helmut
20
Brüggemann, Ralf
4
Saikkonen, Pentti
4
Lanne, Markku
2
Trenkler, Carsten
2
Bardsen, Gunnar
1
Brueggemann, Ralf
1
Brüggermann, Ralf
1
Demetrescu, Matei
1
Herwartz, Helmut
1
Luetkepohl, Helmut
1
Maciejowska, Katarzyna
1
Marcellino, Massimiliano
1
Proietti, Tommaso
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
13
European University Institute / Department of Law
7
Published in...
All
DIW Berlin Discussion Paper
EUI working paper / ECO
Discussion papers of interdisciplinary research project 373
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of econometrics
6
CESifo working papers
5
Econometric theory
5
SFB 649 discussion paper
5
CESifo Working Paper Series
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
3
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
2
EUI working paper / MWP
2
Economics letters
2
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
2
Themes in modern econometrics
2
A companion to economic forecasting
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied economics quarterly
1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
CESifo Working Paper
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
1
Diskussionspapier
1
EUI Max Weber Programme Working Paper
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in nonlinear time series econometrics
1
European University Institute Max Weber Programme Working Paper
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
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied econometrics
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
2
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009405401
Saved in:
3
Forecasting contemporaneous aggregates with stochastic aggregation weights
Brueggemann, Ralf
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009238569
Saved in:
4
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut
-
2010
Persistent link: https://www.econbiz.de/10003960209
Saved in:
5
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
6
Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867318
Saved in:
7
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
8
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724350
Saved in:
9
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:
10
Forecasting euro-area variables with German pre-EMU data
Brüggemann, Ralf
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397952
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->