Similar Search Results

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

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

Testing for nonnormality of autoregressive time series

Lütkepohl, Helmut; Schneider, Wolfgang - 1988

Persistent link: https://www.econbiz.de/10000743536

Impulse response analysis of co-integrated systems

Lütkepohl, Helmut; Reimers, Hans-Eggert - 1989

Persistent link: https://www.econbiz.de/10000769055

Specification of varying coefficient time series models via generalized flexible least squares

Lütkepohl, Helmut; Herwartz, Helmut - 1992

Persistent link: https://www.econbiz.de/10000335042

Money demand in Europe : [the workshop was organized at the Humboldt University in Berlin on October 10/11, 1977]

Lütkepohl, Helmut (ed.); Wolters, Jürgen (contributor) - 1999

The volume gives an overview of money demand analysis in Europe in the eve of the introduction of the Euro in some European countries. It contributes to the discussion on a suitable monetary policy for the new European Central Ban¤k. The alternative strategies under discussion are a direct...