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~subject:"Schätztheorie"
~subject:"Share price"
~person:"Lütkepohl, Helmut"
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Schätztheorie
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Theorie
177
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175
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94
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92
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72
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72
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65
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64
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Lütkepohl, Helmut
Härdle, Wolfgang
98
Pesaran, M. Hashem
68
Phillips, Peter C. B.
59
Gouriéroux, Christian
54
Franses, Philip Hans
50
Caporale, Guglielmo Maria
48
Lux, Thomas
47
Swanson, Norman R.
47
Newey, Whitney K.
46
Andrews, Donald W. K.
45
Hautsch, Nikolaus
45
McAleer, Michael
44
Giles, David E. A.
35
Imbens, Guido
35
Campbell, John Y.
34
Engle, Robert F.
33
Dow, James
32
Heckman, James J.
32
Diebold, Francis X.
31
Horowitz, Joel
31
Brännäs, Kurt
30
Robinson, Peter M.
30
Baltagi, Badi H.
29
Bekaert, Geert
29
Bollerslev, Tim
29
Foucault, Thierry
29
Granger, C. W. J.
29
Krämer, Walter
29
Timmermann, Allan
29
Dufour, Jean-Marie
28
Lo, Andrew W.
27
Chiarella, Carl
26
Gupta, Rangan
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Veronesi, Pietro
26
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25
Bera, Anil K.
25
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2
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2
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ECONIS (ZBW)
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1
Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut
;
Schneider, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000743536
Saved in:
2
Confidence intervals for impulse responses from VAR models : a comparison of asymptotic theory and simulation approaches
Griffiths, William E.
;
Lütkepohl, Helmut
-
1990
Persistent link: https://www.econbiz.de/10000796087
Saved in:
3
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
Saved in:
4
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
5
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
-
1999
Persistent link: https://www.econbiz.de/10001373298
Saved in:
6
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
Saved in:
7
Impulse response analysis of cointegrated systems
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
16
(
1992
)
1
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001115981
Saved in:
8
Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut
- In:
Econometric theory
7
(
1991
)
4
,
pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
Saved in:
9
Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Lütkepohl, Helmut
- In:
Econometric theory
4
(
1988
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001049386
Saved in:
10
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
1
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