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~subject:"Deutschland"
~subject:"VAR model"
~isPartOf:"Econometric reviews"
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Search: subject_exact:"Trend estimation"
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Deutschland
VAR model
Time series analysis
218
Zeitreihenanalyse
218
Theorie
131
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131
Estimation theory
87
Schätztheorie
87
Estimation
41
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Taylor, Robert
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Boswijk, Herman Peter
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Econometric reviews
Journal of econometrics
55
Economics letters
37
International journal of forecasting
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
CESifo working papers
29
Economic modelling
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Applied economics
22
Journal of forecasting
20
Working paper
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CAMA working paper series
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Econometrics : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Energy economics
16
Journal of economic dynamics & control
16
Jahrbücher für Nationalökonomie und Statistik
15
Discussion paper / Tinbergen Institute
14
Discussion papers / Department of Economics, University of Copenhagen
14
Federal Reserve Bank of Cleveland working paper series
14
Journal of applied econometrics
14
Working paper series / European Central Bank
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CREATES research paper
13
International Journal of Energy Economics and Policy : IJEEP
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SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
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SpringerLink / Bücher
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EUI working paper / ECO
9
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9
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
3
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Saved in:
4
The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
Saved in:
5
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
6
A general quantile function model for economic and financial time series
Cai, Yuzhi
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1173-1193
Persistent link: https://www.econbiz.de/10011591169
Saved in:
7
Marginal likelihood estimation with the cross-entropy method
Chan, Joshua
;
Eisenstat, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 256-285
Persistent link: https://www.econbiz.de/10011373293
Saved in:
8
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
9
Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli
;
Teräsvirta, Timo
;
González, Andrés
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 225-245
Persistent link: https://www.econbiz.de/10003800734
Saved in:
10
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
;
Shephard, Neil G.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
Saved in:
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