//--> //--> //--> //-->
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
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
Vector autoregressive models
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
192
Theory
190
VAR-Modell
188
VAR model
186
Zeitreihenanalyse
136
Time series analysis
131
Estimation theory
111
Schätztheorie
111
Cointegration
99
Kointegration
95
Schock
76
Shock
75
Schätzung
67
Estimation
66
Heteroscedasticity
61
Heteroskedastizität
61
Prognoseverfahren
43
Deutschland
41
Forecasting model
40
Germany
40
Structural vector autoregression
39
Geldpolitik
35
Monetary policy
34
Bootstrap approach
31
Bootstrap-Verfahren
31
heteroskedasticity
30
vector autoregressive process
30
ARCH model
28
ARCH-Modell
28
Einheitswurzeltest
27
Markov chain
27
Markov-Kette
27
Unit root test
27
conditional heteroskedasticity
27
Volatilität
26
USA
25
Volatility
25
Aggregation
24
Geldnachfrage
23
United States
23
more ...
less ...
Online availability
All
Free
296
Undetermined
52
Type of publication
All
Book / Working Paper
395
Article
230
Type of publication (narrower categories)
All
Working Paper
235
Arbeitspapier
159
Graue Literatur
149
Non-commercial literature
149
Article in journal
94
Aufsatz in Zeitschrift
94
Aufsatz im Buch
13
Book section
13
Konferenzschrift
9
Lehrbuch
6
Article
5
Systematic review
5
Übersichtsarbeit
5
Collection of articles of several authors
4
Conference proceedings
4
Rezension
4
Sammelwerk
4
Textbook
4
Conference Paper
3
Thesis
3
Bibliografie enthalten
2
Bibliography included
2
Aufsatzsammlung
1
Conference paper
1
Dissertation u.a. Prüfungsschriften
1
Einführung
1
Hochschulschrift
1
Interview
1
Konferenzbeitrag
1
research-article
1
more ...
less ...
Language
All
English
436
Undetermined
165
German
24
French
1
Author
All
Lütkepohl, Helmut
615
Saikkonen, Pentti
112
Brüggemann, Ralf
46
Wolters, Jürgen
45
Lanne, Markku
43
Staszewska-Bystrova, Anna
39
Winker, Peter
39
Trenkler, Carsten
29
Bruns, Martin
22
Netšunajev, Aleksei
17
Schlaak, Thore
17
Benkwitz, Alexander
13
Milunovich, George
12
Netsunajev, Aleksei
12
Velinov, Anton
12
Candelon, Bertrand
10
Marcellino, Massimiliano
10
Teräsvirta, Timo
9
Herwartz, Helmut
8
Boer, Lukas
7
Krolzig, Hans-Martin
7
Fang, Xu
6
LÜTKEPOHL, Helmut
6
Woźniak, Tomasz
6
Yang, Minxian
6
Argentesi, Elena
5
Bartel, Holger
5
Bårdsen, Gunnar
5
Meitz, Mika
5
Motta, Massimo
5
Proietti, Tommaso
5
Demetrescu, Matei
4
Hubrich, Kirstin
4
Krätzig, Markus
4
Maciejowska, Katarzyna
4
Müller, Christian
4
Neumann, Michael H.
4
Poskitt, Donald Stephen
4
Reimers, Hans-Eggert
4
Xu, Fang
4
more ...
less ...
Institution
All
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
34
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
European University Institute / Department of Economics
18
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
11
European University Institute / Department of Law
10
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
9
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
3
C.E.P.R. Discussion Papers
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Robert Schuman Centre for Advanced Studies
2
Workshop on Money Demand in Europe <1997, Berlin>
2
Business School, University of Sydney
1
Department of Economics, European University Institute
1
Economics Group, Nuffield College, University of Oxford
1
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
1
Institutt for Samfunnsøkonomi, Norges teknisk-naturvitenskaplige universitet (NTNU)
1
Nuffield College
1
Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
1
more ...
less ...
Published in...
All
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
SFB 373 Discussion Papers
34
DIW Discussion Papers
33
Discussion papers of interdisciplinary research project 373
29
SFB 373 Discussion Paper
29
EUI working paper
28
DIW Berlin Discussion Paper
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Journal of econometrics
23
Econometric theory
19
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
18
Economics letters
17
Discussion Papers of DIW Berlin
11
SFB 649 discussion paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic dynamics & control
10
SFB 649 Discussion Paper
10
CESifo working papers
9
SFB 649 Discussion Papers
9
CESifo Working Paper Series
8
International journal of forecasting
8
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
7
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
7
Oxford bulletin of economics and statistics
6
The econometrics journal
6
Journal of economic literature
5
Macroeconomic dynamics
5
Themes in modern econometrics
5
Econometric Theory
4
Jahrbücher für Nationalökonomie und Statistik
4
Journal of applied econometrics
4
Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
4
Statistical Papers / Springer
4
Diskussionspapier
3
Econometric reviews
3
International Journal of Forecasting
3
Oxford Bulletin of Economics and Statistics
3
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
3
The review of economics and statistics
3
more ...
less ...
Source
All
ECONIS (ZBW)
359
RePEc
97
EconStor
84
OLC EcoSci
58
USB Cologne (EcoSocSci)
16
BASE
5
USB Cologne (business full texts)
3
Other ZBW resources
3
more ...
less ...
Showing
1
-
10
of
625
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting Aggregated Time Series Variables : A Survey
Lütkepohl, Helmut
-
2010
Persistent link: https://www.econbiz.de/10009595561
Saved in:
2
New introduction to multiple time series analysis : with 36 tables
Lütkepohl, Helmut
-
2007
-
1. ed., corr. 2. print.
Persistent link: https://www.econbiz.de/10004885116
Saved in:
3
Prognose aggregierter Zeitreihen
Lütkepohl, Helmut
-
1986
Persistent link: https://www.econbiz.de/10004769440
Saved in:
4
Linear aggregation of discrete vector autoregressive moving average processes
Lütkepohl, Helmut
-
1982
-
Preliminary
Persistent link: https://www.econbiz.de/10004663281
Saved in:
5
Comparison of criteria for estimating the order of a vector autoregressive process
Lütkepohl, Helmut
-
1983
Persistent link: https://www.econbiz.de/10004663286
Saved in:
6
Comparison of the forecasting performance of methods for fitting autoregressive models
Lütkepohl, Helmut
-
1984
Persistent link: https://www.econbiz.de/10004663289
Saved in:
7
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions
Lütkepohl, Helmut
-
1984
Persistent link: https://www.econbiz.de/10004663295
Saved in:
8
Transfer function models for nonstationary time series
Lütkepohl, Helmut
-
1982
Persistent link: https://www.econbiz.de/10004663301
Saved in:
9
Linear transformation of vector ARMA processes
Lütkepohl, Helmut
-
1981
-
Preliminary
Persistent link: https://www.econbiz.de/10004663302
Saved in:
10
Introduction to multiple time series analysis
Lütkepohl, Helmut
-
1991
Persistent link: https://www.econbiz.de/10004107521
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->