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Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut; Velinov, Anton - In: Journal of economic surveys 30 (2016) 2, pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
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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
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut; Woźniak, Tomasz - In: Journal of economic dynamics & control 113 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
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Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; … - In: The econometrics journal 24 (2021) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
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Inference in partially identified heteroskedastic simultaneous equations models
Lütkepohl, Helmut; Milunovich, George; Yang, Minxian - In: Journal of econometrics 218 (2020) 2, pp. 317-345
Persistent link: https://www.econbiz.de/10012483004
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Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut; Schlaak, Thore - In: Journal of economic dynamics & control 101 (2019), pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
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Interview mit Helmut Lütkepohl
Lütkepohl, Helmut (interviewee);  … - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 13 (2019) 1, pp. 87-94
Persistent link: https://www.econbiz.de/10012113881
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Qualitative versus quantitative external information for proxy vector autoregressive analysis
Boer, Lukas; Lütkepohl, Helmut - In: Journal of economic dynamics & control 127 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012668854
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Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut; Netšunajev, Aleksei - In: Journal of economic dynamics & control 84 (2017), pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
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Structural vector autoregressive analysis
Kilian, Lutz; Lütkepohl, Helmut - 2017
Persistent link: https://www.econbiz.de/10011722600