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~subject:"Cointegration"
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Vector autoregressive models
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Cointegration
Theorie
192
Theory
190
VAR-Modell
188
VAR model
186
Zeitreihenanalyse
136
Time series analysis
131
Estimation theory
111
Schätztheorie
111
Kointegration
95
Schock
76
Shock
75
Schätzung
67
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66
Heteroscedasticity
61
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61
Prognoseverfahren
43
Deutschland
41
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40
Germany
40
Structural vector autoregression
39
Geldpolitik
35
Monetary policy
34
Bootstrap approach
31
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heteroskedasticity
30
vector autoregressive process
30
ARCH model
28
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28
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27
Markov chain
27
Markov-Kette
27
Unit root test
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conditional heteroskedasticity
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Volatilität
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USA
25
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English
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Lütkepohl, Helmut
98
Saikkonen, Pentti
32
Trenkler, Carsten
16
Wolters, Jürgen
11
Brüggemann, Ralf
9
Lanne, Markku
6
Velinov, Anton
4
Bartel, Holger
3
Krätzig, Markus
3
Candelon, Bertrand
2
Demetrescu, Matei
2
Herwartz, Helmut
2
Maciejowska, Katarzyna
2
Netšunajev, Aleksei
2
Rodrigues, Paulo M. M.
2
Teräsvirta, Timo
2
Bruns, Martin
1
Brüggermann, Ralf
1
Hubrich, Kirsten
1
Hubrich, Kirstin
1
Johansen, Søren
1
LÜTKEPOHL, HELMUT
1
Reimers, Hans-Eggert
1
SAIKKONEN, PENTTI
1
Smolny, Werner
1
TRENKLER, CARSTEN
1
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European University Institute / Department of Economics
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
European University Institute / Department of Law
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Ekonomiska forskningsinstitutet <Stockholm>
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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EUI working paper
14
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6
Econometric theory
5
Journal of econometrics
5
CESifo working papers
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
SFB 649 discussion paper
3
The econometrics journal
3
Themes in modern econometrics
3
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
SFB 373 Discussion Paper
2
SFB 373 Discussion Papers
2
A companion to economic forecasting
1
AStA Advances in Statistical Analysis
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied economics quarterly
1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
CESifo Working Paper Series
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Econometrics Journal
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Macroeconomic dynamics
1
Modern econometric analysis : surveys on recent developments ; with 11 tables
1
New directions in macromodelling
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Oxford bulletin of economics and statistics
1
SFB 649 Discussion Paper
1
SFB 649 Discussion Papers
1
SpringerLink / Bücher
1
Studies in Empirical Economics
1
The review of economics and statistics
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ECONIS (ZBW)
91
RePEc
5
EconStor
3
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1
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413243
Saved in:
2
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
Saved in:
3
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
- In:
A companion to economic forecasting
,
(pp. 179-205)
.
2002
Persistent link: https://www.econbiz.de/10001893076
Saved in:
4
Recent advances in cointegration analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
Saved in:
5
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
- In:
Modern econometric analysis : surveys on recent …
,
(pp. 73-86)
.
2006
Persistent link: https://www.econbiz.de/10003375827
Saved in:
6
General-to-specific or specific-to-general modelling? : an opinion on current econometric terminology
Lütkepohl, Helmut
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 319-324
Persistent link: https://www.econbiz.de/10003401661
Saved in:
7
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10009581104
Saved in:
8
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
9
Forecasting with VARMA models
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10003338428
Saved in:
10
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Saved in:
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