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Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut; Schneider, Wolfgang - 1988
Persistent link: https://www.econbiz.de/10000743536
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Prediction of temporally aggregated systems involving both stock and flow variables
Lütkepohl, Helmut - 1988
Persistent link: https://www.econbiz.de/10000746581
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Handbook of matrices
Lütkepohl, Helmut - 1996
Persistent link: https://www.econbiz.de/10000593118
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Introduction to multiple time series analysis
Lütkepohl, Helmut - 1993 - 2. edition
Persistent link: https://www.econbiz.de/10000346751
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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
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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
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Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
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Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
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Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 1, pp. 75-88
Persistent link: https://www.econbiz.de/10003285319