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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

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

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

Non-linear least squares estimation under non-linear equality constraints

Lütkepohl, Helmut - In: Economics letters 13 (1983) 2/3, pp. 191-196

Persistent link: https://www.econbiz.de/10002406156

Introduction to the theory and practice of econometrics

Judge, George G.; Hill, Rufus Carter; Griffiths, William E. - 1988 - 2. edition

Persistent link: https://www.econbiz.de/10000093105

Structural vector autoregressive analysis

Kilian, Lutz; Lütkepohl, Helmut - 2017

Persistent link: https://www.econbiz.de/10011722600

New introduction to multiple time series analysis

Lütkepohl, Helmut - 2006

Persistent link: https://www.econbiz.de/10001768634

Applied time series econometrics

Lütkepohl, Helmut (contributor); … - 2004

Persistent link: https://www.econbiz.de/10001851355

Applied time series econometrics

Lütkepohl, Helmut (ed.); Krätzig, Markus (contributor) - 2009 - Transferred to digital printing

Persistent link: https://www.econbiz.de/10009702029

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