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Vector autoregressive models
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bootstrap
7
Statistik Zeitreihe
6
Vector autoregressive process
6
autoregression
6
conditional heteroskedasticity
6
structural shift
6
unit root
6
vector autoregressive process
6
heteroskedasticity
5
impulse responses
5
Cointegration
4
Impulse responses
4
Structural vector autoregression
4
Univariate time series
4
identification via heteroskedasticity
4
vector error correction model
4
Ökonometrik Schätzung
4
GARCH
3
Markov switching model
3
confidence band
3
monetary policy
3
vector GARCH
3
vector autoregression
3
Bayesian error bands
2
Bayesian estimation
2
Bayesian vector autoregression
2
Bootstrap
2
Markov switching
2
Multi-step forecasting
2
Nonparametric estimation of prediction error variance
2
Rolling forecasts
2
Structural vector autoregressions
2
Vector autoregression
2
Wald statistic
2
cointegration
2
error correction model
2
factor models
2
frequentist confidence bands
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global vector autoregression
2
impulse response analysis
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436
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24
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Lütkepohl, Helmut
155
Saikkonen, Pentti
33
Wolters, Jürgen
17
Brüggemann, Ralf
13
Lanne, Markku
11
Trenkler, Carsten
9
LÜTKEPOHL, Helmut
6
Staszewska-Bystrova, Anna
5
Winker, Peter
5
Benkwitz, Alexander
4
Teräsvirta, Timo
4
Candelon, Bertrand
3
Herwartz, Helmut
3
Netsunajev, Aleksei
3
Proietti, Tommaso
3
Argentesi, Elena
2
Bårdsen, Gunnar
2
Demetrescu, Matei
2
LÜTKEPOHL, HELMUT
2
Maciejowska, Katarzyna
2
Marcellino, Massimiliano
2
Motta, Massimo
2
Poskitt, D.S.
2
Velinov, Anton
2
Xu, Fang
2
Balke, N.S.
1
Banerjee, A.
1
Bartel, Holger
1
Box, G.E.P.
1
Breitung, J.
1
Burda, Maike M.
1
Caner, M.
1
Claessen, Holger
1
DOLADO, Juan J.
1
Davidson, Russell
1
Dickey, D.A.
1
Dornbusch, Sabine
1
Elliott, G.
1
Engle, R.F.
1
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
34
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
10
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
C.E.P.R. Discussion Papers
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Business School, University of Sydney
1
Department of Economics, European University Institute
1
Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
1
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SFB 373 Discussion Papers
34
Journal of econometrics
12
Discussion Papers of DIW Berlin
10
Economics letters
9
Econometric theory
8
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
7
SFB 649 Discussion Papers
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Econometric Theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Statistical Papers / Springer
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
International Journal of Forecasting
3
International journal of forecasting
3
Macroeconomic dynamics
3
CEPR Discussion Papers
2
Econometrics Journal
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of Applied Econometrics
2
Journal of Time Series Analysis
2
Journal of economic literature
2
Oxford bulletin of economics and statistics
2
Perspektiven der Wirtschaftspolitik
2
SSE/EFI Working Paper Series in Economics and Finance
2
The econometrics journal
2
AStA Advances in Statistical Analysis
1
Applied economics quarterly
1
CESifo Working Paper Series
1
Econometrica
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics Letters
1
Economics Working Papers / Department of Economics, European University Institute
1
Empirical Economics
1
German Economic Review
1
Handbook of Research Methods and Applications in Empirical Macroeconomics
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic review
1
Journal of Business & Economic Statistics
1
Journal of Econometrics
1
Journal of Economic Dynamics and Control
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RePEc
90
OLC EcoSci
56
ECONIS (ZBW)
18
Other ZBW resources
1
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1
Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut
-
1983
Persistent link: https://www.econbiz.de/10002406066
Saved in:
2
Forecasting contemporaneously aggregated vector ARMA processes
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
2
(
1984
)
3
,
pp. 201-214
Persistent link: https://www.econbiz.de/10002406069
Saved in:
3
The impact of omitted variables on the structure of multiple time series : Quenouilleʹs data revisited
Lütkepohl, Helmut
- In:
Time series analysis : theory and practice
2
(
1982
),
pp. 143-159
Persistent link: https://www.econbiz.de/10002406081
Saved in:
4
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions : received 21.8.1984
Lütkepohl, Helmut
- In:
Economics letters
17
(
1985
)
1/2
,
pp. 103-106
Persistent link: https://www.econbiz.de/10002406104
Saved in:
5
Linear aggregation of vector autoregressive moving average processes
Lütkepohl, Helmut
- In:
Economics letters
14
(
1984
)
4
,
pp. 345-350
Persistent link: https://www.econbiz.de/10002406124
Saved in:
6
A model for non-negative and non-positive distributed lag functions
Lütkepohl, Helmut
- In:
Journal of econometrics
16
(
1981
)
2
,
pp. 211-219
Persistent link: https://www.econbiz.de/10002406142
Saved in:
7
Non-causality due to omitted variables
Lütkepohl, Helmut
- In:
Journal of econometrics
19
(
1982
)
2/3
,
pp. 367-378
Persistent link: https://www.econbiz.de/10002406148
Saved in:
8
The optimality of rational distributed lags : a comment
Lütkepohl, Helmut
- In:
International economic review
25
(
1984
)
2
,
pp. 503-506
Persistent link: https://www.econbiz.de/10002406177
Saved in:
9
Prognose multipler Zeitreihen
Lütkepohl, Helmut
- In:
Zur Spezifizierung und Analyse ökonometrischer Modelle
,
(pp. 90-108)
.
1984
Persistent link: https://www.econbiz.de/10002406184
Saved in:
10
Comparison of criteria for estimating the order of a vector autoregressive process
Lütkepohl, Helmut
-
1982
Persistent link: https://www.econbiz.de/10002406046
Saved in:
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