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~language:"eng"
~language:"est"
~person:"Lütkepohl, Helmut"
~subject:"Eastern Europe"
~subject:"Time series analysis"
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Eastern Europe
Time series analysis
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173
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68
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Lütkepohl, Helmut
Franses, Philip Hans
135
Phillips, Peter C. B.
128
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
87
Koop, Gary
68
Härdle, Wolfgang
65
Pesaran, M. Hashem
64
Teräsvirta, Timo
60
McAleer, Michael
58
Harvey, Andrew C.
54
Sibbertsen, Philipp
54
Maravall Herrero, Agustín
52
Swanson, Norman R.
52
Kunst, Robert M.
50
Hyndman, Rob J.
49
Granger, C. W. J.
48
Dijk, Herman K. van
47
Lucas, André
47
Engle, Robert F.
45
Marcellino, Massimiliano
45
Hallin, Marc
44
Bauwens, Luc
43
Proietti, Tommaso
43
Taylor, Robert
42
Hassler, Uwe
41
Gao, Jiti
40
Ghysels, Eric
40
Perron, Pierre
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
38
Kapetanios, George
37
Timmermann, Allan
37
Feng, Yuanhua
36
Johansen, Søren
36
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36
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5
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3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
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7
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
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1
Handbook of economic forecasting ; Vol. 1
1
International journal of forecasting
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
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1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
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1
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1
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ECONIS (ZBW)
68
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1
An alternative approach to univariate and multivariate time series analysis
Lütkepohl, Helmut
-
1981
Persistent link: https://www.econbiz.de/10000068923
Saved in:
2
Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut
-
1982
Persistent link: https://www.econbiz.de/10000072810
Saved in:
3
Introduction to multiple time series analysis
Lütkepohl, Helmut
-
1993
-
2. edition
Persistent link: https://www.econbiz.de/10000346751
Saved in:
4
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000996285
Saved in:
5
Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut
;
Schneider, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000743536
Saved in:
6
Prediction of temporally aggregated systems involving both stock and flow variables
Lütkepohl, Helmut
-
1988
Persistent link: https://www.econbiz.de/10000746581
Saved in:
7
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
Saved in:
8
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
Saved in:
9
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
Saved in:
10
Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut
- In:
Econometric theory
7
(
1991
)
4
,
pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
Saved in:
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