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~subject:"Forecasting model"
~subject:"United States"
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Search: "Lütkepohl, Helmut"
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Forecasting model
United States
Theorie
193
Theory
190
VAR-Modell
177
VAR model
173
Zeitreihenanalyse
130
Time series analysis
123
Cointegration
110
Kointegration
97
Estimation theory
92
Schätztheorie
92
Schätzung
62
Estimation
60
Schock
56
Heteroscedasticity
54
Heteroskedastizität
54
Shock
54
Prognoseverfahren
45
vector autoregressive process
44
Geldpolitik
42
Monetary policy
42
Deutschland
41
Germany
40
Structural vector autoregression
33
conditional heteroskedasticity
32
heteroskedasticity
30
impulse responses
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Aggregation
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Einheitswurzeltest
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Unit root test
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USA
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Markov chain
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Markov-Kette
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identification via heteroskedasticity
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ARCH model
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ARCH-Modell
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Lütkepohl, Helmut
56
Brüggemann, Ralf
10
Lanne, Markku
8
Luetkepohl, Helmut
7
Fang, Xu
5
Marcellino, Massimiliano
3
Xu, Fang
3
Maciejowska, Katarzyna
2
Proietti, Tommaso
2
Reimers, Hans-Eggert
2
Bardsen, Gunnar
1
Brueggemann, Ralf
1
Bårdsen, Gunnar
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1
Hill, Rufus Carter
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Judge, George G.
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Netsunajev, Aleksei
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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EUI working paper
12
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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A companion to economic forecasting
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Economics letters
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Essays in nonlinear time series econometrics
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European University Institute Max Weber Programme Working Paper
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Handbook of economic forecasting ; 1
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Handbook of economic forecasting ; Vol. 1
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Jahrbücher für Nationalökonomie und Statistik
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
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Journal of economic dynamics & control
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Journal of forecasting
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Journal of money, credit and banking : JMCB
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Journal of time series econometrics
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Lecture Notes in Economics and Mathematical Systems
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ECONIS (ZBW)
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61
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions
Lütkepohl, Helmut
-
1984
Persistent link: https://www.econbiz.de/10011864506
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62
Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut
-
1982
Persistent link: https://www.econbiz.de/10000072810
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63
An alternative approach to univariate and multivariate time series analysis
Lütkepohl, Helmut
-
1981
Persistent link: https://www.econbiz.de/10000068923
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