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Structural vector autoregressi...
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Deutschland
VAR-Modell
200
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198
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196
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195
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139
Time series analysis
132
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111
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111
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108
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95
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83
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vector autoregressive process
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heteroskedasticity
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conditional heteroskedasticity
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27
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27
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structural vector autoregression
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English
39
German
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Lütkepohl, Helmut
41
Wolters, Jürgen
20
Brüggemann, Ralf
6
Teräsvirta, Timo
5
Benkwitz, Alexander
4
Marcellino, Massimiliano
4
Candelon, Bertrand
2
Reimers, Hans-Eggert
2
Herwartz, Helmut
1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
European University Institute / Department of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
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4
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3
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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2
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2
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1
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ECONIS (ZBW)
40
EconStor
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Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
Saved in:
2
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
Saved in:
3
Recent advances in cointegration analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
Saved in:
4
Recent advances in cointegration analysis
Lütkepohl, Helmut
- In:
New directions in macromodelling
,
(pp. 107-146)
.
2004
Persistent link: https://www.econbiz.de/10002717331
Saved in:
5
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001421492
Saved in:
6
Was there a regime change in the German monetary transmission mechanism in 1983?
Candelon, Bertrand
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001470261
Saved in:
7
The term structure of interest rates in the US and West Germany : causality analysis in cointegratedsystems
Reimers, Hans-Eggert
;
Lütkepohl, Helmut
-
1989
Persistent link: https://www.econbiz.de/10000769049
Saved in:
8
Public opinion on the determinants of the aggregate German stock market
Lütkepohl, Helmut
;
Schlote, Klaus Wilhelm
-
1989
Persistent link: https://www.econbiz.de/10000769116
Saved in:
9
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
-
1995
Persistent link: https://www.econbiz.de/10000917361
Saved in:
10
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
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