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Comparison of criteria for estimating the order of a vector autoregressive process
Lütkepohl, Helmut - 1982
Persistent link: https://www.econbiz.de/10002406046
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Forecasting contemporaneously aggregated vector ARMA processes
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 2 (1984) 3, pp. 201-214
Persistent link: https://www.econbiz.de/10002406069
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The impact of omitted variables on the structure of multiple time series : Quenouilleʹs data revisited
Lütkepohl, Helmut - In: Time series analysis : theory and practice 2 (1982), pp. 143-159
Persistent link: https://www.econbiz.de/10002406081
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The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions : received 21.8.1984
Lütkepohl, Helmut - In: Economics letters 17 (1985) 1/2, pp. 103-106
Persistent link: https://www.econbiz.de/10002406104
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Linear aggregation of discrete vector autoregressive moving average processes
Lütkepohl, Helmut - 1982
Persistent link: https://www.econbiz.de/10002406109
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Linear aggregation of vector autoregressive moving average processes
Lütkepohl, Helmut - In: Economics letters 14 (1984) 4, pp. 345-350
Persistent link: https://www.econbiz.de/10002406124
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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
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Linear transformations of vector arma processes
Lütkepohl, Helmut - 1982
Persistent link: https://www.econbiz.de/10002406135
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A model for non-negative and non-positive distributed lag functions
Lütkepohl, Helmut - In: Journal of econometrics 16 (1981) 2, pp. 211-219
Persistent link: https://www.econbiz.de/10002406142
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Non-causality due to omitted variables
Lütkepohl, Helmut - In: Journal of econometrics 19 (1982) 2/3, pp. 367-378
Persistent link: https://www.econbiz.de/10002406148