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~person:"Lütkepohl, Helmut"
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Lütkepohl, Helmut
Phillips, Peter C. B.
309
Härdle, Wolfgang
275
Pesaran, M. Hashem
203
Gao, Jiti
165
Linton, Oliver
147
Andrews, Donald W. K.
141
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133
McAleer, Michael
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Chernozhukov, Victor
115
Baltagi, Badi H.
112
Chen, Xiaohong
103
Heckman, James J.
102
Gouriéroux, Christian
101
Kapetanios, George
100
Swanson, Norman R.
97
Imbens, Guido
92
White, Halbert
92
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84
Lechner, Michael
83
Otsu, Taisuke
83
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80
Li, Qi
80
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79
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79
Lee, Lung-fei
79
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79
Krämer, Walter
78
MacKinnon, James G.
78
Koopman, Siem Jan
77
Ullah, Aman
77
Stock, James H.
76
Bera, Anil K.
75
Magnus, Jan R.
74
Hsiao, Cheng
72
Simar, Léopold
72
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71
Nielsen, Morten Ørregaard
71
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70
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
European University Institute / Department of Law
2
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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3
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2
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2
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2
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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ECONIS (ZBW)
91
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1
Making wald tests work for cointegrated VAR systems
Dolado, Juan J.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
Saved in:
2
Specification of varying coefficient time series models via generalized flexible least squares
Lütkepohl, Helmut
;
Herwartz, Helmut
-
1992
Persistent link: https://www.econbiz.de/10000335042
Saved in:
3
Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut
;
Teräsvirta, Timo
;
Wolters, Jürgen
-
1995
Persistent link: https://www.econbiz.de/10000917361
Saved in:
4
Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut
;
Schneider, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000743536
Saved in:
5
Confidence intervals for impulse responses from VAR models : a comparison of asymptotic theory and simulation approaches
Griffiths, William E.
;
Lütkepohl, Helmut
-
1990
Persistent link: https://www.econbiz.de/10000796087
Saved in:
6
Impulse response analysis of co-integrated systems
Lütkepohl, Helmut
;
Reimers, Hans-Eggert
-
1989
Persistent link: https://www.econbiz.de/10000769055
Saved in:
7
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
Saved in:
8
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
Saved in:
9
A money demand system for German M3
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 371-386
Persistent link: https://www.econbiz.de/10001338278
Saved in:
10
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
-
1999
Persistent link: https://www.econbiz.de/10001373298
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