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Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten.

LÜTKEPOHL, Helmut; MORYSON, Martin; WOLTERS, Jürgen - Sonderforschungsbereich 373, Quantifikation und … - 1994

Persistent link: https://www.econbiz.de/10010601818

Making Wald Tests Work for Cointegrated Var Systems

DOLADO, Juan J.; LÜTKEPOHL, Helmut - Sonderforschungsbereich 373, Quantifikation und … - 1994

Persistent link: https://www.econbiz.de/10010983576

Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference

LÜTKEPOHL, Helmut; SAIKKONON, Petti - Sonderforschungsbereich 373, Quantifikation und … - 1994

Persistent link: https://www.econbiz.de/10010983803

Kointegration und gemeinsame Trends

LÜTKEPOHL, Helmut - Sonderforschungsbereich 373, Quantifikation und … - 1994

Persistent link: https://www.econbiz.de/10010983814

Testing for Multi-Step Causality in Time Series.

LÜTKEPOHL, Helmut; MÜLLER, Maike - Sonderforschungsbereich 373, Quantifikation und … - 1994

Persistent link: https://www.econbiz.de/10010983839

Recent Advances in Cointegration Analysis

LÜTKEPOHL, Helmut - Department of Economics, European University Institute - 2004

A small system of German economic variables consisting of the money stock M3, Gross National Product (GNP) and a bond rate is used to illustrate the power of cointegration analysis and the usefulness of some recently developed tools for this kind of analysis. Testing for the cointegrating rank...

Persistent link: https://www.econbiz.de/10005697747