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Structural vector autoregressions with nonnormal residuals
Lanne, Markku; Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 159-168
Persistent link: https://www.econbiz.de/10003992825
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Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti; Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 4, pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
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Specification of echelon-form VARMA models
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
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Forecasting vector ARMA processes with systematically missing observations
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 3, pp. 375-390
Persistent link: https://www.econbiz.de/10001009797
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Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
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Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut; Schlaak, Thore - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510