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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Applied economics"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"The review of economics and statistics"
~person:"Albers, Sönke"
~person:"Bera, Anil K."
~person:"Lütkepohl, Helmut"
~person:"Weber, Jürgen"
~person:"Zimmermann, Klaus F."
~subject:"Marketing management"
~subject:"Profitability"
~subject:"Schätztheorie"
~subject:"Theorie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Marketing management
Profitability
Schätztheorie
Theorie
Theory
20
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
7
VAR model
7
VAR-Modell
7
Cointegration
5
Kointegration
5
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3
Unit root test
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Arbeitspapier
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Aufsatz in Zeitschrift
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20
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20
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Albers, Sönke
Bera, Anil K.
Lütkepohl, Helmut
Weber, Jürgen
Zimmermann, Klaus F.
Phillips, Peter C. B.
31
Saikkonen, Pentti
19
Stark, Oded
19
Krämer, Walter
17
Franses, Philip Hans
16
Li, Qi
16
Peel, David
16
Hahn, Jinyong
15
Färe, Rolf
13
Lee, Lung-fei
13
Linton, Oliver
13
Taylor, Mark P.
13
Xiao, Zhijie
13
Leybourne, Stephen James
12
Matsumura, Toshihiro
12
Mukherjee, Arijit
12
Wooldridge, Jeffrey M.
12
Andrews, Donald W. K.
11
Chambers, Marcus J.
11
Hong, Yongmiao
11
Jong, Robert M. de
11
Lambertini, Luca
11
Marjit, Sugata
11
Perron, Pierre
11
Schmidt, Peter
11
Taylor, Robert
11
Abadir, Karim Maher
10
Baltagi, Badi H.
10
Beladi, Hamid
10
Florens, Jean-Pierre
10
Giles, David E. A.
10
Kumbhakar, Subal
10
Lai, Ching-chong
10
Lee, Junsoo
10
Lieberman, Offer
10
McAleer, Michael
10
Newbold, Paul
10
Pesaran, M. Hashem
10
Schmitz, Patrick W.
10
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Applied economics
Econometric theory
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The review of economics and statistics
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11
Journal of business economics : JBE
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric reviews
6
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
6
Zeitschrift für Planung : ZP
6
Die Betriebswirtschaft : DBW
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
4
Oxford bulletin of economics and statistics
4
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
3
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3
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3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
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3
A special issue on output and employment fluctuations
2
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
2
International journal of forecasting
2
Jahrbuch für Sozialwissenschaft : Zeitschrift für Wirtschaftswissenschaften
2
Journal of applied econometrics
2
Recherches économiques de Louvain
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Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
Betriebs-Berater : BB
1
Betriebswirtschaftliche Forschung und Praxis : BFuP
1
Controlling & Management review / Sonderheft : ZfCM : Zeitschrift für Controlling & Management
1
Controlling & management review : Zeitschrift für Controlling & Management
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
IZA journal of migration : IZAJOM
1
International economic review
1
International journal of industrial organization
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of business ethics : JOBE
1
Journal of economic literature
1
Journal of empirical finance
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ECONIS (ZBW)
20
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1
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
2
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
- In:
Economics letters
99
(
2008
)
3
,
pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
Saved in:
3
Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut
;
Rodrigues, Paulo M. M.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
Saved in:
4
Break date estimation for VAR processes with level shift with an application to cointegration testing
Saikkonen, Pentti
;
Lütkepohl, Helmut
;
Trenkler, Carsten
- In:
Econometric theory
22
(
2006
)
1
,
pp. 15-68
Persistent link: https://www.econbiz.de/10003272608
Saved in:
5
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Economics letters
75
(
2002
)
1
,
pp. 109-114
Persistent link: https://www.econbiz.de/10001650898
Saved in:
6
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
18
(
2002
)
2
,
pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
Saved in:
7
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
- In:
Economics letters
73
(
2001
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
Saved in:
8
Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
16
(
2000
)
3
,
pp. 373-406
Persistent link: https://www.econbiz.de/10001507493
Saved in:
9
A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Economics letters
63
(
1999
)
1
,
pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
Saved in:
10
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
Saved in:
1
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