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person:"Lütkepohl, Helmut"
~language:"eng"
~person:"Saikkonen, Pentti"
~person:"Taylor, Robert"
~type_genre:"Graue Literatur"
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Theorie
128
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55
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Lütkepohl, Helmut
Saikkonen, Pentti
Taylor, Robert
Güth, Werner
238
Gersbach, Hans
215
Snower, Dennis J.
187
Nijkamp, Peter
186
Härdle, Wolfgang
183
Koskela, Erkki
182
Pestieau, Pierre
178
Acemoglu, Daron
176
Zenou, Yves
169
Stark, Oded
163
Pesaran, M. Hashem
161
Aronsson, Thomas
143
Keuschnigg, Christian
132
Konrad, Kai A.
128
Franses, Philip Hans
124
Razin, Asaf
124
Cremer, Helmuth
121
Herings, Peter Jean-Jacques
121
Creedy, John
120
Haufler, Andreas
118
Heckman, James J.
118
Phillips, Peter C. B.
117
Ploeg, Frederick van der
117
Verhoef, Erik T.
117
Kehoe, Patrick J.
116
Thisse, Jacques-François
114
Saint-Paul, Gilles
109
Helpman, Elhanan
108
Tsadḳah, Efrayim
103
Linton, Oliver
100
Fehr, Ernst
99
McAleer, Michael
99
Bacchetta, Philippe
98
Corsetti, Giancarlo
98
Drexl, Andreas
98
Svensson, Lars E. O.
98
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97
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96
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95
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
28
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23
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20
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ECONIS (ZBW)
128
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91
Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
2001
Persistent link: https://www.econbiz.de/10001609552
Saved in:
92
Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
Saikkonen, Pentti
-
2001
Persistent link: https://www.econbiz.de/10001652439
Saved in:
93
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001582163
Saved in:
94
On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001555315
Saved in:
95
Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti
;
Choi, In
-
2000
Persistent link: https://www.econbiz.de/10001555318
Saved in:
96
Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485341
Saved in:
97
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485530
Saved in:
98
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001528164
Saved in:
99
Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001529295
Saved in:
100
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001543855
Saved in:
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