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~subject:"VAR model"
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VAR model
Theorie
227
Theory
226
VAR-Modell
184
Zeitreihenanalyse
130
Time series analysis
129
Schätztheorie
112
Estimation theory
111
Cointegration
90
Kointegration
90
Schock
74
Shock
74
Estimation
66
Schätzung
66
Heteroscedasticity
60
Heteroskedastizität
60
Deutschland
43
Germany
42
Prognoseverfahren
39
Statistischer Test
39
Forecasting model
37
Statistical test
37
Geldpolitik
34
Monetary policy
34
Bootstrap approach
32
Bootstrap-Verfahren
32
ARCH model
28
ARCH-Modell
28
Einheitswurzeltest
27
Markov chain
27
Markov-Kette
27
USA
27
Unit root test
27
United States
27
Structural vector autoregression
26
Volatility
25
Volatilität
25
Geldnachfrage
22
Money demand
22
Sampling
16
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Online availability
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Free
112
Undetermined
22
Type of publication
All
Book / Working Paper
137
Article
47
Type of publication (narrower categories)
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Arbeitspapier
98
Graue Literatur
98
Non-commercial literature
98
Working Paper
98
Article in journal
40
Aufsatz in Zeitschrift
40
Aufsatz im Buch
6
Book section
6
Konferenzschrift
3
Lehrbuch
3
Bibliografie enthalten
2
Bibliography included
2
Textbook
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
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1
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1
Übersichtsarbeit
1
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Language
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English
184
Author
All
Lütkepohl, Helmut
184
Saikkonen, Pentti
28
Staszewska-Bystrova, Anna
22
Winker, Peter
22
Bruns, Martin
15
Trenkler, Carsten
13
Lanne, Markku
12
Schlaak, Thore
11
Netšunajev, Aleksei
9
Brüggemann, Ralf
7
Velinov, Anton
7
Netsunajev, Aleksei
6
Wolters, Jürgen
5
Benkwitz, Alexander
4
Boer, Lukas
4
Krolzig, Hans-Martin
4
Milunovich, George
4
Woźniak, Tomasz
4
Candelon, Bertrand
3
Krätzig, Markus
3
Meitz, Mika
3
Bårdsen, Gunnar
2
Herwartz, Helmut
2
Kilian, Lutz
2
Maciejowska, Katarzyna
2
Bartel, Holger
1
Demetrescu, Matei
1
Johansen, Søren
1
McNeil, James
1
Nets̆unajev, Aleksei
1
NetŠunajev, Aleksei
1
Shang, Fei
1
Strohsal, Till
1
Uzeda, Luis
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
European University Institute / Department of Economics
10
European University Institute / Department of Law
6
Nuffield College
1
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
33
DIW Berlin Discussion Paper
22
Discussion papers of interdisciplinary research project 373
16
EUI working paper
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
SFB 649 discussion paper
9
CESifo working papers
8
Journal of economic dynamics & control
8
Economics letters
5
Themes in modern econometrics
5
CESifo Working Paper Series
4
Econometric theory
4
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
3
International journal of forecasting
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Oxford bulletin of economics and statistics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
1
Cambridge books online
1
Computational economics
1
Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economics discussion papers
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in nonlinear time series econometrics
1
Handbook of economic forecasting ; Vol. 1
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of money, credit and banking : JMCB
1
Lodz economics working papers
1
Macroeconomic dynamics
1
Modern econometric analysis : surveys on recent developments ; with 11 tables
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
SpringerLink / Bücher
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
VAR models in macroeconomics : new developments and applications : essays in honor of Christopher A. Sims
1
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ECONIS (ZBW)
184
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1
A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Economics letters
63
(
1999
)
1
,
pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
Saved in:
2
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
Saved in:
3
Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
16
(
2000
)
3
,
pp. 373-406
Persistent link: https://www.econbiz.de/10001507493
Saved in:
4
Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485341
Saved in:
5
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485530
Saved in:
6
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001543855
Saved in:
7
On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001555315
Saved in:
8
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Nonlinear econometric modeling in time series : …
,
(pp. 165-201)
.
2000
Persistent link: https://www.econbiz.de/10001532227
Saved in:
9
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001651359
Saved in:
10
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
- In:
Economics letters
73
(
2001
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
Saved in:
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