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Vector autoregressive models
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Time series analysis
Theorie
192
Theory
190
VAR-Modell
188
VAR model
186
Zeitreihenanalyse
136
Estimation theory
111
Schätztheorie
111
Cointegration
99
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95
Schock
76
Shock
75
Schätzung
67
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66
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61
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41
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40
Structural vector autoregression
39
Geldpolitik
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Bootstrap approach
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heteroskedasticity
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vector autoregressive process
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Markov-Kette
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conditional heteroskedasticity
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USA
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127
German
4
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Lütkepohl, Helmut
131
Saikkonen, Pentti
22
Staszewska-Bystrova, Anna
9
Winker, Peter
9
Lanne, Markku
8
Netšunajev, Aleksei
7
Schlaak, Thore
7
Velinov, Anton
7
Bruns, Martin
6
Fang, Xu
5
Herwartz, Helmut
4
Poskitt, Donald Stephen
4
Krätzig, Markus
3
Bårdsen, Gunnar
2
Chen, Rong
2
Härdle, Wolfgang
2
Milunovich, George
2
Proietti, Tommaso
2
Reimers, Hans-Eggert
2
Rodrigues, Paulo M. M.
2
Trenkler, Carsten
2
Xu, Fang
2
Burda, Maike M.
1
Demetrescu, Matei
1
Johansen, Søren
1
Müller-Kademann, Christian
1
NetŠunajev, Aleksei
1
Schneider, Wolfgang
1
Smolny, Werner
1
Strohsal, Till
1
Tschernig, Rolf
1
Wei, William W. S.
1
Wolters, Jürgen
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
European University Institute / Department of Law
5
European University Institute / Department of Economics
2
Robert Schuman Centre for Advanced Studies
2
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
Discussion papers of interdisciplinary research project 373
13
SFB 649 discussion paper
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
EUI working paper
7
Econometric theory
7
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
CESifo working papers
4
International journal of forecasting
4
Journal of econometrics
4
Journal of economic dynamics & control
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
CESifo Working Paper Series
3
DIW Berlin Discussion Paper
3
Themes in modern econometrics
3
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
2
EUI working paper / MWP
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
2
A companion to economic forecasting
1
Computational economics
1
EUI Max Weber Programme Working Paper
1
Econometrics : open access journal
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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
International statistical review : a journal of the International Statistical Institute and its associations
1
Jahrbücher für Nationalökonomie und Statistik
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of economic literature
1
Journal of economic surveys
1
Journal of time series econometrics
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
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ECONIS (ZBW)
131
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1
The sources of the US money demand instability
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 729-743
Persistent link: https://www.econbiz.de/10001331523
Saved in:
2
Comparison of predictors for temporally and contemporaneously aggregated time series
Lütkepohl, Helmut
- In:
International journal of forecasting
2
(
1986
)
4
,
pp. 461-475
Persistent link: https://www.econbiz.de/10001036216
Saved in:
3
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:
4
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413243
Saved in:
5
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
Saved in:
6
Introduction to multiple time series analysis
Lütkepohl, Helmut
-
1993
-
2. edition
Persistent link: https://www.econbiz.de/10000346751
Saved in:
7
Comparison of the forecasting performance of methods for fitting autoregressive models
Lütkepohl, Helmut
-
1984
Persistent link: https://www.econbiz.de/10000073449
Saved in:
8
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:
9
Recent advances in cointegration analysis
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
Saved in:
10
Vector autoregressions
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10009579182
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