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autoregression
6
structural shift
6
unit root
6
Univariate time series
4
bootstrap
3
monetary policy
3
vector autoregressive process
3
Cointegration
2
error correction model
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48
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48
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Lütkepohl, Helmut
29
Saikkonen, Pentti
15
LÜTKEPOHL, H.
11
LÜTKEPOHL, Helmut
5
Lanne, Markku
4
Trenkler, Carsten
3
Wolters, Jürgen
3
Benkwitz, Alexander
2
Brüggemann, Ralf
2
Candelon, Bertrand
2
Lütkepohl, H.
2
SAIKKONEN, P.
2
TERÄSVIRTA, T.
2
WOLTERS, J.
2
BREITUNG, J.
1
Bartel, Holger
1
CHEN, R.
1
DOLADO, Juan J.
1
Herwartz, H.
1
Hubrich, Kirstin
1
HÄRDLE, Wolfgang
1
KROLZIG, H.-M.
1
Krolzig, Hans-Martin
1
Luetkepohl, Helmut
1
MORYSON, Martin
1
MÜLLER, Maike
1
Müller, Christian
1
Neumann, Michael H.
1
POSKITT, D.
1
POSKITT, D. S.
1
SAIKKONON, Petti
1
Saikkonen, P.
1
TSCHERNIG, R.
1
WOLTERS, Jürgen
1
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
48
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SFB 373 Discussion Papers
EUI working paper
250
EUI working paper / ECO
163
Sonderforschungsbereich 373
36
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
DIW Discussion Papers
33
Discussion papers of interdisciplinary research project 373
29
SFB 373 Discussion Paper
29
Economics Working Papers / Department of Economics, European University Institute
28
DIW Berlin Discussion Paper
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Journal of econometrics
23
Econometric theory
20
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
18
CESifo Working Paper Series
17
Economics letters
17
EUI working papers : ECO / Economics Department
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Discussion Papers of DIW Berlin
11
SFB 649 Discussion Paper
11
SFB 649 discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic dynamics & control
10
CESifo Working Paper
9
CESifo working papers
9
International journal of forecasting
9
SFB 649 Discussion Papers
9
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
8
Econometric reviews
8
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
7
Oxford bulletin of economics and statistics
7
The econometrics journal
6
Journal of applied econometrics
5
Journal of economic literature
5
Macroeconomic dynamics
5
Themes in modern econometrics
5
Econometric Theory
4
Jahrbücher für Nationalökonomie und Statistik
4
Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
4
Statistical Papers / Springer
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RePEc
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Modelling the Demand for M3 in the Unified Germany
WOLTERS, J.
;
TERÄSVIRTA, T.
;
LÜTKEPOHL, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983409
Saved in:
2
Consistent Specification of Cointegrated Autoregressive Moving-Average Systems
POSKITT, D.
;
LÜTKEPOHL, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1995
Persistent link: https://www.econbiz.de/10010983448
Saved in:
3
A Review of Nonparametric Time Series Analysis
HÄRDLE, Wolfgang
;
LÜTKEPOHL, H.
;
CHEN, R.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983456
Saved in:
4
Multivariate Volatility Analysis of VW Stock Prices
Herwartz, H.
;
Lütkepohl, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1998
Persistent link: https://www.econbiz.de/10010983521
Saved in:
5
Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes
LÜTKEPOHL, H.
;
SAIKKONEN, P.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1995
Persistent link: https://www.econbiz.de/10010983543
Saved in:
6
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model
LÜTKEPOHL, H.
;
POSKITT, D. S.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983596
Saved in:
7
Konjunkturanalyse mit Markov-Regimewechselmodellen
KROLZIG, H.-M.
;
LÜTKEPOHL, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1995
Persistent link: https://www.econbiz.de/10010983609
Saved in:
8
Impulse Response Analysis of Vector Autoregressive Processes
LÜTKEPOHL, H.
;
BREITUNG, J.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983659
Saved in:
9
Statistische Modellierung von Volatilitäten
LÜTKEPOHL, H.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1996
Persistent link: https://www.econbiz.de/10010983676
Saved in:
10
Testing for the Cointegrating Rank of a VAR Process with a Time Trend
Lütkepohl, H.
;
Saikkonen, P.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1997
Persistent link: https://www.econbiz.de/10010983717
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