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~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Lütkepohl, Helmut"
~subject:"Kointegration"
~subject:"Volatilität"
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Lütkepohl, Helmut
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Oxford bulletin of economics and statistics
EUI working paper
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Discussion papers of interdisciplinary research project 373
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Practical problems with reduced-rank ML estimators for
cointegration
parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Saved in:
2
Choosing between different time-varying
volatility
models for structural vector autoregressive analysis
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
4
,
pp. 715-735
Persistent link: https://www.econbiz.de/10011969506
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