//--> //--> //--> //-->
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:"Kointegration"
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
A Simple Instrument for Proxy...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kointegration
Theorie
200
VAR-Modell
200
Theory
197
VAR model
196
Zeitreihenanalyse
139
Time series analysis
132
Estimation theory
111
Schätztheorie
111
Cointegration
108
Schock
78
Shock
76
Schätzung
68
Estimation
66
Heteroscedasticity
61
Heteroskedastizität
61
Prognoseverfahren
48
vector autoregressive process
44
Forecasting model
43
heteroskedasticity
43
Deutschland
41
Germany
40
Structural vector autoregression
39
Geldpolitik
35
Monetary policy
35
USA
33
conditional heteroskedasticity
32
Bootstrap approach
31
Bootstrap-Verfahren
31
United States
31
impulse responses
30
ARCH model
28
ARCH-Modell
28
Aggregation
27
Einheitswurzeltest
27
Markov chain
27
Markov-Kette
27
Unit root test
27
Volatilität
26
Volatility
25
more ...
less ...
Online availability
All
Free
34
Undetermined
4
Type of publication
All
Book / Working Paper
62
Article
33
Type of publication (narrower categories)
All
Working Paper
45
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
94
German
1
Author
All
Lütkepohl, Helmut
95
Saikkonen, Pentti
30
Trenkler, Carsten
14
Wolters, Jürgen
11
Brüggemann, Ralf
10
Lanne, Markku
7
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
Reimers, Hans-Eggert
1
Smolny, Werner
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
European University Institute / Department of Law
2
Ekonomiska forskningsinstitutet <Stockholm>
1
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
1
Published in...
All
EUI working paper
14
Discussion papers of interdisciplinary research project 373
12
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
A companion to economic forecasting
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
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
1
Diskussionspapier
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
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
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
1
SpringerLink / Bücher
1
Studies in Empirical Economics
1
The review of economics and statistics
1
Working paper series in economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
91
EconStor
2
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
95
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
(
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->