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~person:"Lütkepohl, Helmut"
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Lütkepohl, Helmut
Phillips, Peter C. B.
303
Pesaran, M. Hashem
185
Gao, Jiti
164
Härdle, Wolfgang
145
Linton, Oliver
145
Andrews, Donald W. K.
137
Newey, Whitney K.
133
McAleer, Michael
117
Chernozhukov, Victor
114
Baltagi, Badi H.
111
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103
White, Halbert
99
Kapetanios, George
96
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96
Heckman, James J.
93
Gouriéroux, Christian
91
Imbens, Guido
91
Otsu, Taisuke
82
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81
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Dette, Holger
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79
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79
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77
MacKinnon, James G.
77
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75
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74
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73
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72
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72
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71
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71
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70
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69
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69
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
European University Institute / Department of Law
2
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut
;
Schneider, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000743536
Saved in:
4
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:
5
Impulse response analysis of co-integrated systems
Lütkepohl, Helmut
;
Reimers, Hans-Eggert
-
1989
Persistent link: https://www.econbiz.de/10000769055
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
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