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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
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Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
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Specification of echelon-form VARMA models
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
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Multivariate volatility analysis of VW stock prices
Herwartz, Helmut; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000992357
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New introduction to multiple time series analysis
Lütkepohl, Helmut - 2006
Persistent link: https://www.econbiz.de/10001768634
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Recent advances in cointegration analysis
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
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New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut - 2005
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner
Persistent link: https://www.econbiz.de/10014415231
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New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut - 2005
Persistent link: https://www.econbiz.de/10013520820
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An alternative approach to univariate and multivariate time series analysis
Lütkepohl, Helmut - 1981
Persistent link: https://www.econbiz.de/10000068923
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Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut - 1982
Persistent link: https://www.econbiz.de/10000072810