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Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H. - In: Econometric reviews 19 (2000) 1, pp. 69-103

Persistent link: https://www.econbiz.de/10001455663

Applied time series econometrics

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

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

Applied time series econometrics

Lütkepohl, Helmut (contributor); … - 2004

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

A review of systems cointegration tests

Hubrich, Kirsten; Lütkepohl, Helmut; Saikkonen, Pentti - In: Econometric reviews 20 (2001) 3, pp. 247-318

Persistent link: https://www.econbiz.de/10001606186

A review of nonparametric time series analysis

Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong - 1996

Persistent link: https://www.econbiz.de/10000949642

Structural vector autoregressive analysis

Kilian, Lutz; Lütkepohl, Helmut - 2017 - First published

Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It...