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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
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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
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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
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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
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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/10007279802
Cover Image
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 81 (1997) 1, pp. 127-158
Persistent link: https://www.econbiz.de/10006791207
Cover Image
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. 201-230
Persistent link: https://www.econbiz.de/10006763324
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Stability results for nonlinear error correction models
Saikkonen, Pentti - In: Journal of econometrics 127 (2005) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10002756922
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Prediction tests for structural stability
Lütkepohl, Helmut - In: Journal of econometrics 39 (1988) 3, pp. 267-296
Persistent link: https://www.econbiz.de/10003622419
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Linear transformations of vector ARMA processes
Lütkepohl, Helmut - In: Journal of econometrics 26 (1984) 3, pp. 283-293
Persistent link: https://www.econbiz.de/10002406131