JMulTi

JMulTi was originally designed as a tool for certain econometric procedures in time series analysis that are especially difficult to use and that are not available in other packages, like Impulse Response Analysis with bootstrapped confidence intervals for VAR/VEC modelling. Now many other features have been integrated as well to make it possible to convey a comprehensive analysis. Limitations of this software can be overcome by exporting datasets or computation results and use them with other programs. For an overview of the underlying software concept, see the JStatCom page.

This software is also referenced in ORMS.


References in zbMATH (referenced in 23 articles )

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  1. Fresoli, Diego E.; Ruiz, Esther: The uncertainty of conditional returns, volatilities and correlations in DCC models (2016)
  2. Lütkepohl, Helmut; Milunovich, George: Testing for identification in SVAR-GARCH models (2016)
  3. Nguimkeu, Pierre: Improved inference for moving average disturbances in nonlinear regression models (2014)
  4. Safari, Amir: An e-E-insensitive support vector regression machine (2014)
  5. Lütkepohl, Helmut: Reducing confidence bands for simulated impulse responses (2013)
  6. Kauermann, Göran; Teuber, Timo; Flaschel, Peter: Exploring US business cycles with bivariate loops using penalized spline regression (2012)
  7. Kascha, Christian; Trenkler, Carsten: Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (2011)
  8. Anderson, Gary S.; Kim, Jinill; Yun, Tack: Using a projection method to analyze inflation bias in a micro-founded model (2010)
  9. Allegret, Jean-Pierre; Sand-Zantman, Alain: Modeling the impact of real and financial shocks on Mercosur: The role of the exchange rate regime (2009)
  10. Barbieri, Laura: Panel unit root tests under cross-sectional dependence: an overview (2009)
  11. Trenkler, Carsten: Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms (2009)
  12. Winker, Peter; Maringer, Dietmar: The convergence of estimators based on heuristics: theory and application to a GARCH model (2009)
  13. Hafner, Christian M.; Herwartz, Helmut: Analytical quasi maximum likelihood inference in multivariate volatility models (2008)
  14. Trenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut: Testing for the cointegrating rank of a VAR process with level shift and trend break (2008)
  15. Krätzig, Markus: A software framework for data analysis (2007)
  16. Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti: Residual autocorrelation testing for vector error correction models (2006)
  17. Hassler, Uwe; Wolters, Jürgen: Autoregressive distributed lag models and cointegration (2006)
  18. Lütkepohl, Helmut: Structural vector autoregressive analysis for cointegrated variables (2006)
  19. Pfaff, Bernhard: Analysis of integrated and cointegrated time series with R. (2006)
  20. Lütkepohl, Helmut: New introduction to multiple time series analysis. (2005)

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