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Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000996285
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A review of systems cointegration tests
Hubrich, Kirsten; Lütkepohl, Helmut; Saikkonen, Pentti - 1998
Persistent link: https://www.econbiz.de/10000998094
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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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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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Comparison of model reduction methods for VAR processes
Brüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut - 2002
Persistent link: https://www.econbiz.de/10001730379