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Why is it so difficult to uncover the risk-return tradeoff in stock returns?

Lanne, Markku; Saikkonen, Pentti - 2005

Persistent link: https://www.econbiz.de/10004875557

Testing for the cointegrating rank of a VAR process with level shift and trend break

Trenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut - 2006

SFB 649 Discussion Paper 2006-067 Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break Carsten Trenkler* Pentti Saikkonen** Helmut Lütkepohl*** * Humboldt-Universität zu Berlin, Germany ** University of Helsinki, Finland ***...

Persistent link: https://www.econbiz.de/10004001498

Introduction to multiple time series analysis

Lütkepohl, Helmut - 1991

Persistent link: https://www.econbiz.de/10004107521

Linear aggregation of discrete vector autoregressive moving average processes

Lütkepohl, Helmut - 1982 - Preliminary

Persistent link: https://www.econbiz.de/10004663281

Comparison of criteria for estimating the order of a vector autoregressive process

Lütkepohl, Helmut - 1983

Persistent link: https://www.econbiz.de/10004663286

Comparison of the forecasting performance of methods for fitting autoregressive models

Lütkepohl, Helmut - 1984

Persistent link: https://www.econbiz.de/10004663289

The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions

Lütkepohl, Helmut - 1984

Persistent link: https://www.econbiz.de/10004663295

Transfer function models for nonstationary time series

Lütkepohl, Helmut - 1982

Persistent link: https://www.econbiz.de/10004663301

Linear transformation of vector ARMA processes

Lütkepohl, Helmut - 1981 - Preliminary

Persistent link: https://www.econbiz.de/10004663302

Prognose aggregierter Zeitreihen

Lütkepohl, Helmut - 1986

Persistent link: https://www.econbiz.de/10004769440

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