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Recent advances in cointegration analysis
Lütkepohl, Helmut - In: New directions in macromodelling, (pp. 107-146). 2004
Persistent link: https://www.econbiz.de/10002717331
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Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti; Lütkepohl, Helmut - In: Nonlinear econometric modeling in time series : …, (pp. 165-201). 2000
Persistent link: https://www.econbiz.de/10001532227
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Forecasting with VARMA models
Lütkepohl, Helmut - 2006
Persistent link: https://www.econbiz.de/10003338428
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Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut - In: Modern econometric analysis : surveys on recent …, (pp. 73-86). 2006
Persistent link: https://www.econbiz.de/10003375827
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Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
Wolters, Jürgen - In: Empirische Wirtschaftsforschung : Methoden und …, (pp. 51 - 76). 2003
Persistent link: https://www.econbiz.de/10014554664
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Identifying structural vector autoregressions via changes in volatility
Lütkepohl, Helmut - In: VAR models in macroeconomics - new developments and …, (pp. 169-203). 2013
Persistent link: https://www.econbiz.de/10010252334