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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

Prediction tests for structural stability

Lütkepohl, Helmut - In: Journal of econometrics 39 (1988) 3, pp. 267-296

Persistent link: https://www.econbiz.de/10003622419

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

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

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

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

Modified Wald tests under nonregular conditions

Lütkepohl, Helmut - In: Journal of econometrics 78 (1997) 2, pp. 315-332

Persistent link: https://www.econbiz.de/10001219971

Impulse response analysis in infinite order cointegrated vector autoregressive processes

Lütkepohl, Helmut - In: Journal of econometrics 81 (1997) 1, pp. 127-157

Persistent link: https://www.econbiz.de/10001336799

Nonparametric dynamic modelling

Lütkepohl, Helmut (contributor) - In: Journal of econometrics 81 (1997) 1

Persistent link: https://www.econbiz.de/10001229341

Forecasting Aggregated Vector ARMA Processes

Lütkepohl, Helmut - 1987

1. Prologue -- 1.1 Objective of the Study -- 1.2 Survey of the Study -- 2. Vector Stochastic Processes -- 2.1 Discrete-Time, Stationary Vector Stochastic Processes -- 2.2 Nonstationary Processes -- 2.3 Vector Autoregressive Moving Average Processes -- 2.4 Estimation -- 2.5 Model Specification --...

Persistent link: https://www.econbiz.de/10013519051