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person:"Kapetanios, George"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lütkepohl, Helmut"
~subject:"Deutschland"
~subject:"Estimation"
~subject:"Schätztheorie"
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Kapetanios, George
Lütkepohl, Helmut
Su, Liangjun
4
Westerlund, Joakim
4
Diebold, Francis X.
3
Franses, Philip Hans
3
Gao, Jiti
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
Economics letters
4
Journal of econometrics
4
Journal of economic dynamics & control
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SFB 649 discussion paper
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DIW Berlin Discussion Paper
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Discussion papers of interdisciplinary research project 373
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International journal of forecasting
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Jahrbücher für Nationalökonomie und Statistik
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Journal of applied econometrics
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Journal of economic surveys
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New directions in macromodelling
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Nonparametric dynamic modelling
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Oxford bulletin of economics and statistics
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1
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
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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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