//--> //--> //-->
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:"Economics letters"
~subject:"Strukturbruch"
~subject:"VAR-Modell"
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:"Heterogenität"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Strukturbruch
VAR-Modell
Heteroscedasticity
31
Heteroskedastizität
31
Estimation theory
18
Schätztheorie
18
Theorie
8
Theory
8
Regression analysis
7
Regressionsanalyse
7
Estimation
6
Heteroskedasticity
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Panel
5
Panel study
5
Autocorrelation
4
Autokorrelation
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Correlation
4
Korrelation
4
Statistical distribution
4
Statistical test
4
Statistische Verteilung
4
Statistischer Test
4
Time series analysis
4
Zeitreihenanalyse
4
Conditional heteroscedasticity
3
Panel data
3
Räumliche Interaktion
3
Spatial interaction
3
Structural break
3
VAR model
3
Bayes-Statistik
2
Bayesian inference
2
Forecasting model
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Lütkepohl, Helmut
2
Andreou, Elena
1
Bruns, Martin
1
Choi, Ji-Eun
1
Kim, Dukpa
1
Shin, Dong-wan
1
Strauss, Jack
1
Yigit, Taner M.
1
more ...
less ...
Published in...
All
Economics letters
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
DIW Berlin Discussion Paper
6
SFB 649 discussion paper
4
CESifo Working Paper Series
3
CESifo working papers
3
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic dynamics & control
3
Applied economics letters
2
Discussion paper / Tinbergen Institute
2
Econometric Institute research papers
2
Journal of econometrics
2
Journal of macroeconomics
2
Oxford bulletin of economics and statistics
2
Themes in modern econometrics
2
Working paper series / Bank of Estonia
2
AEA papers and proceedings
1
Annals of financial economics
1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
BAFFI CAREFIN Centre Research Paper
1
Bank of Finland Research Discussion Paper
1
Bank of Finland research discussion papers
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Discussion papers / CEPR
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
EUI working paper / ECO
1
Econometric theory
1
Econometrics : open access journal
1
Economic inquiry
1
Hannover Economic Papers (HEP)
1
International journal of central banking : IJCB
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of economics and finance : JEF
1
Journal of finance and investment analysis
1
NBER Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
3
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
4
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Kim, Dukpa
- In:
Economics letters
123
(
2014
)
3
,
pp. 282-286
Persistent link: https://www.econbiz.de/10010401375
Saved in:
5
Restoring monotone power in the CUSUM test
Andreou, Elena
- In:
Economics letters
98
(
2008
)
1
,
pp. 48-58
Persistent link: https://www.econbiz.de/10003623894
Saved in:
6
Present value model, heteroscedasticity and parameter stability tests
Strauss, Jack
;
Yigit, Taner M.
- In:
Economics letters
73
(
2001
)
3
,
pp. 375-378
Persistent link: https://www.econbiz.de/10001635103
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->