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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
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The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions : received 21.8.1984
Lütkepohl, Helmut - In: Economics letters 17 (1985) 1/2, pp. 103-106
Persistent link: https://www.econbiz.de/10002406104
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Linear aggregation of vector autoregressive moving average processes
Lütkepohl, Helmut - In: Economics letters 14 (1984) 4, pp. 345-350
Persistent link: https://www.econbiz.de/10002406124
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Non-linear least squares estimation under non-linear equality constraints
Lütkepohl, Helmut - In: Economics letters 13 (1983) 2/3, pp. 191-196
Persistent link: https://www.econbiz.de/10002406156
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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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On the power of unit root tests against fractional alternatives
Hassler, Uwe - In: Economics letters 45 (1994) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001162401
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On unit root tests in the presence of transitional growth
Lucke, Bernd; Lütkepohl, Helmut - In: Economics letters 84 (2004) 3, pp. 323-327
Persistent link: https://www.econbiz.de/10002139249
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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
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A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
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Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku; Lütkepohl, Helmut - In: Economics letters 75 (2002) 1, pp. 109-114
Persistent link: https://www.econbiz.de/10001650898