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Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
Lanne, M.; Lütkepohl, H.; Saikkonen, P. - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91
Persistent link: https://www.econbiz.de/10006436708
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Confidence bands for impulse responses : Bonferroni vs. Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: Oxford bulletin of economics and statistics 77 (2015) 6, pp. 800-821
Persistent link: https://www.econbiz.de/10011396542
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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
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Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
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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