//--> //--> //--> //-->
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:"Forecasting model"
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
Forecasting cointegrated VARMA...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Theorie
193
Theory
191
VAR-Modell
189
VAR model
187
Zeitreihenanalyse
136
Time series analysis
131
Estimation theory
111
Schätztheorie
111
Cointegration
101
Kointegration
95
Schock
76
Shock
75
Schätzung
67
Estimation
66
Heteroscedasticity
61
Heteroskedastizität
61
Prognoseverfahren
43
Deutschland
41
Germany
40
Structural vector autoregression
39
Geldpolitik
35
heteroskedasticity
35
Monetary policy
34
Bootstrap approach
31
Bootstrap-Verfahren
31
vector autoregressive process
30
ARCH model
29
ARCH-Modell
28
Markov chain
28
Einheitswurzeltest
27
Markov-Kette
27
Unit root test
27
conditional heteroskedasticity
27
Volatilität
26
USA
25
Volatility
25
Aggregation
24
Geldnachfrage
23
Money demand
23
more ...
less ...
Online availability
All
Free
15
Undetermined
3
Type of publication
All
Book / Working Paper
22
Article
18
Type of publication (narrower categories)
All
Arbeitspapier
17
Working Paper
17
Graue Literatur
13
Non-commercial literature
13
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
4
Book section
4
Rezension
1
more ...
less ...
Language
All
English
39
German
1
Author
All
Lütkepohl, Helmut
40
Fang, Xu
6
Brüggemann, Ralf
5
Marcellino, Massimiliano
3
Bårdsen, Gunnar
2
Proietti, Tommaso
2
Xu, Fang
2
Tschernig, Rolf
1
Wei, William W. S.
1
more ...
less ...
Institution
All
European University Institute / Department of Law
5
European University Institute / Department of Economics
2
Robert Schuman Centre for Advanced Studies
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
EUI working paper
7
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
3
International journal of forecasting
3
CESifo Working Paper Series
2
CESifo working papers
2
EUI working paper / MWP
2
A companion to economic forecasting
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
EUI Max Weber Programme Working Paper
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in nonlinear time series econometrics
1
European University Institute Max Weber Programme Working Paper
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of econometrics
1
Journal of economic literature
1
Journal of forecasting
1
Journal of time series econometrics
1
Lecture Notes in Economics and Mathematical Systems
1
SFB 649 discussion paper
1
Statistical papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Prediction of temporally aggregated systems involving both stock and flow variables
Lütkepohl, Helmut
- In:
Statistical papers
30
(
1989
)
4
,
pp. 279-293
Persistent link: https://www.econbiz.de/10001083008
Saved in:
2
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:
3
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413243
Saved in:
4
Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut
-
1982
Persistent link: https://www.econbiz.de/10000072810
Saved in:
5
Comparison of the forecasting performance of methods for fitting autoregressive models
Lütkepohl, Helmut
-
1984
Persistent link: https://www.econbiz.de/10000073449
Saved in:
6
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:
7
Fundamental problems with nonfundamental shocks
Lütkepohl, Helmut
- In:
Essays in nonlinear time series econometrics
,
(pp. 198-214)
.
2014
Persistent link: https://www.econbiz.de/10010385854
Saved in:
8
Forecasting unpredictable variables
Lütkepohl, Helmut
- In:
Empirical economic and financial research : theory, …
,
(pp. 287-304)
.
2015
Persistent link: https://www.econbiz.de/10010490103
Saved in:
9
Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867318
Saved in:
10
Prediction tests for structural stability
Lütkepohl, Helmut
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 267-296
Persistent link: https://www.econbiz.de/10003622419
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->