Applied Time Series Econometrics
By Helmut Lütkepohl, Markus Krätzig. 2004
612 citations recorded by the source corpus.
Subfields: Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/247ce4c5e0cd2935bfe5a5e58c2828ca51986444
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In Management Science and Operations Research
- Peter R. Hartley
- F. Bekun
- Derek W. Bunn
- Sarah Gelper
- Christophe Croux
- Ines Wilms
- Fırat Emir
- K. Medlock
Citations in the corpus
- Interaction of European Carbon Trading and Energy Prices (2007, methodology): “As showed, for instance, in Lütkepohl and Krätzig (2004), this can be achieved by simply re-arranging equation (5) as a function of the residuals, and directly obtaining the dynamic impact of a shock at any lag.”
- Energy intensity, carbon emissions, renewable energy, and economic growth nexus: New insights from Romania (2018, methodology): “First, focuses on the investigation of the long–short run relationship between energy intensity, carbon emissions, renewable energy consumption, and economic growth in Romania for the first time in a multivariate framework against previous studies built on bi-variate framework, which is arguable to ”
- Identifying demand effects in a large network of product categories (2015, methodology): “We also consider an iterative Restricted LS method described in Lutkepohl and Kratzig (2004) where we fit the full model using LS and sequentially eliminate the variables leading to the largest reduction of BIC until no further improvement is possible, of which a close variant was used by Nijs et…”
- The Relationship of Natural Gas to Oil Prices (2008, methodology): “These estimates were obtained by three stage least squares using the program JMulti (Lütkepohl and M. Krätzig, 2004).”
- Structural vector autoregressive analysis for cointegrated variables (2006, neutral): “As a final note it may be worth mentioning that the software JMulTi (Lütkepohl & Krätzig (2004)) provides easy access to the necessary computations for a structural VECM analysis.”