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[Rezension von: Lütkepohl, H., Forecasting aggregated vector ARMA processes]
Deistler, Manfred - In: Journal of economics 50 (1989) 2, pp. 198-199
Persistent link: https://www.econbiz.de/10001344074
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Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdaten
Lütkepohl, Helmut - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 145-171). 1996
Persistent link: https://www.econbiz.de/10001318068
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Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
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Prediction of temporally aggregated systems involving both stock and flow variables
Lütkepohl, Helmut - In: Statistical papers 30 (1989) 4, pp. 279-293
Persistent link: https://www.econbiz.de/10001083008
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Structural vector autoregressive analysis
Kilian, Lutz; Lütkepohl, Helmut - 2017
Persistent link: https://www.econbiz.de/10011722600
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Forecasting cointegrated VARMA processes
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001413243
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Forecasting cointegrated VARMA processes
Lütkepohl, Helmut - In: A companion to economic forecasting, (pp. 179-205). 2002
Persistent link: https://www.econbiz.de/10001893076
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867318
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Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar; Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867341