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Structural Vector Autoregressi...
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Estimation theory
Theorie
187
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186
VAR-Modell
186
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184
Zeitreihenanalyse
131
Time series analysis
128
Schätztheorie
109
Cointegration
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90
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75
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74
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Structural vector autoregression
26
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25
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25
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23
vector autoregressive process
23
Geldnachfrage
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Money demand
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Lütkepohl, Helmut
109
Staszewska-Bystrova, Anna
22
Winker, Peter
22
Bruns, Martin
11
Wolters, Jürgen
11
Schlaak, Thore
9
Milunovich, George
8
Benkwitz, Alexander
6
Netšunajev, Aleksei
5
Saikkonen, Pentti
5
Yang, Minxian
5
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3
Brüggemann, Ralf
3
Poskitt, Donald Stephen
3
Teräsvirta, Timo
3
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2
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2
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2
Neumann, Michael H.
2
Proietti, Tommaso
2
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1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
European University Institute / Department of Law
3
Ekonomiska forskningsinstitutet <Stockholm>
1
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5
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3
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2
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
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1
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1
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1
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ECONIS (ZBW)
109
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1
Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Neumann, Michael H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
Saved in:
2
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:
3
Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut
;
Schneider, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000743536
Saved in:
4
Confidence intervals for impulse responses from VAR models : a comparison of asymptotic theory and simulation approaches
Griffiths, William E.
;
Lütkepohl, Helmut
-
1990
Persistent link: https://www.econbiz.de/10000796087
Saved in:
5
Impulse response analysis of co-integrated systems
Lütkepohl, Helmut
;
Reimers, Hans-Eggert
-
1989
Persistent link: https://www.econbiz.de/10000769055
Saved in:
6
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:
7
Forecasting vector ARMA processes with systematically missing observations
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10001009797
Saved in:
8
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
Saved in:
9
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
10
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
-
1999
Persistent link: https://www.econbiz.de/10001373298
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