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~isPartOf:"Journal of econometrics"
~isPartOf:"KBI"
~person:"Lütkepohl, Helmut"
~person:"Magnus, Jan R."
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Lütkepohl, Helmut
Magnus, Jan R.
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Journal of econometrics
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ECONIS (ZBW)
18
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1
Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
Saved in:
2
Prediction tests for structural stability
Lütkepohl, Helmut
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 267-296
Persistent link: https://www.econbiz.de/10003622419
Saved in:
3
The efficiency of top agents : an analysis through service strategy in tennis
Klaassen, Franc
;
Magnus, Jan R.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 72-85
Persistent link: https://www.econbiz.de/10003813132
Saved in:
4
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
5
On the harm that ignoring pretesting can cause
Danilov, Dmitry L.
;
Magnus, Jan R.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
Saved in:
6
General-to-specific or specific-to-general modelling? : an opinion on current econometric terminology
Lütkepohl, Helmut
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 319-324
Persistent link: https://www.econbiz.de/10003401661
Saved in:
7
Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 201-229
Persistent link: https://www.econbiz.de/10001738893
Saved in:
8
On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag Narayan
;
Magnus, Jan R.
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 157-176
Persistent link: https://www.econbiz.de/10001432559
Saved in:
9
Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
Saved in:
10
The significance of testing in econometrics
Keuzenkamp, Hugo A.
(
contributor
); …
- In:
Journal of econometrics
67
(
1995
)
1
Persistent link: https://www.econbiz.de/10001178310
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