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person:"Kapetanios, George"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lütkepohl, Helmut"
~subject:"Estimation"
~subject:"Statistische Methodenlehre"
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Kapetanios, George
Lütkepohl, Helmut
Koop, Gary
4
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
2
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
3
Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
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