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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bollerslev, Tim"
~person:"Caporale, Guglielmo Maria"
~person:"Lütkepohl, Helmut"
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Bollerslev, Tim
Caporale, Guglielmo Maria
Lütkepohl, Helmut
Ghysels, Eric
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Centre for Economic Forecasting
38
CESifo working papers
34
Economics and finance working paper series
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic modelling
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of economic dynamics & control
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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CFS working paper series
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ECONIS (ZBW)
6
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1
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 159-168
Persistent link: https://www.econbiz.de/10003992825
Saved in:
2
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
Saved in:
3
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
4
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:
5
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
6
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
Saved in:
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