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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Econometric analysis with vector autoregressive models
Lütkepohl, Helmut
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2007
Persistent link: https://www.econbiz.de/10003483073
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2
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
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contributor
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2005
Persistent link: https://www.econbiz.de/10003243519
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Forecasting with VARMA models
Lütkepohl, Helmut
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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4
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
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contributor
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
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5
Recent advances in cointegration analysis
Lütkepohl, Helmut
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contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
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Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
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7
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
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8
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003338299
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9
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724343
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10
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724350
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