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Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut; Rodrigues, Paulo M. M. - In: Econometric theory 24 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
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Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 18 (2002) 2, pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
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Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti; Lütkepohl, Helmut - In: Nonlinear econometric modeling in time series : …, (pp. 165-201). 2000
Persistent link: https://www.econbiz.de/10001532227
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Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti - In: Econometric theory 12 (1996) 5, pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
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Testing for causation using infinite order vector autoregressive processes
Lütkepohl, Helmut - In: Econometric theory 12 (1996) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10001201817
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Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut - In: Econometric theory 7 (1991) 4, pp. 487-496
Persistent link: https://www.econbiz.de/10001117737