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Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000992267
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Multivariate volatility analysis of VW stock prices
Herwartz, Helmut; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000992357
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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362
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Vector autoregressive analysis
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001373291
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Testing for unit roots in time series with level shifts
Saikkonen, Pentti; Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001373296
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999
Persistent link: https://www.econbiz.de/10001373298
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Vector autoregressions
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001377679
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Unit root tests for time series with a structural break when the break point is known
Lütkepohl, Helmut; Müller, Christian; Saikkonen, Pentti - 1999
Persistent link: https://www.econbiz.de/10001377700
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Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001595495
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Empirical bayes forecasts of one time series using many predictors
Knox, Thomas A.; Stock, James H.; Watson, Mark W. - 2001
Persistent link: https://www.econbiz.de/10001569251