//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Cointegration"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Inference in Partially Identif...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
Theorie
230
Theory
227
VAR-Modell
198
VAR model
194
Zeitreihenanalyse
166
Time series analysis
159
Estimation theory
134
Schätztheorie
134
Kointegration
95
Schock
85
Schätzung
84
Shock
83
Estimation
82
Heteroscedasticity
64
Heteroskedastizität
64
Prognoseverfahren
55
ARCH model
53
ARCH-Modell
53
Forecasting model
50
Volatilität
50
Volatility
49
Deutschland
45
Germany
44
vector autoregressive process
44
Structural vector autoregression
39
Geldpolitik
36
Monetary policy
36
heteroskedasticity
34
USA
33
conditional heteroskedasticity
32
Bootstrap approach
31
Bootstrap-Verfahren
31
Markov chain
30
Markov-Kette
30
United States
30
impulse responses
30
Aggregation
27
Einheitswurzeltest
27
Unit root test
27
more ...
less ...
Online availability
All
Free
43
Undetermined
5
Type of publication
All
Book / Working Paper
73
Article
35
Type of publication (narrower categories)
All
Working Paper
47
Arbeitspapier
43
Graue Literatur
41
Non-commercial literature
41
Article in journal
27
Aufsatz in Zeitschrift
27
Aufsatz im Buch
5
Book section
5
Konferenzschrift
3
Lehrbuch
3
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
2
Textbook
2
Übersichtsarbeit
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
99
Undetermined
8
German
1
Author
All
Lütkepohl, Helmut
98
Saikkonen, Pentti
33
Trenkler, Carsten
17
Wolters, Jürgen
11
Brüggemann, Ralf
9
Lanne, Markku
9
Luetkepohl, Helmut
7
Velinov, Anton
4
Bartel, Holger
3
Krätzig, Markus
3
Maciejowska, Katarzyna
3
Candelon, Bertrand
2
Demetrescu, Matei
2
Herwartz, Helmut
2
LUETKEPOHL, Helmut
2
Netšunajev, Aleksei
2
Rodrigues, Paulo M. M.
2
Teräsvirta, Timo
2
BRUEGGEMANN, Ralf
1
Brueggemann, Ralf
1
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
SAIKKONEN, Pentti
1
Smolny, Werner
1
TRENKLER, CARSTEN
1
TRENKLER, Carsten
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Department of Economics, European University Institute
8
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
1
more ...
less ...
Published in...
All
EUI working paper
14
Discussion papers of interdisciplinary research project 373
12
Economics Working Papers / Department of Economics, European University Institute
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
91
RePEc
13
EconStor
4
Showing
1
-
10
of
108
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
- In:
Economics letters
99
(
2008
)
3
,
pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
Saved in:
9
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:
10
Forecasting with VARMA models
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10003338428
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->