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~type_genre:"Aufsatz im Buch"
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Testing for a unit root in a t...
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Unit root tests in the presence of innovational outliers
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Contributions to modern econometrics : from data …
,
(pp. 151-167)
.
2002
Persistent link: https://www.econbiz.de/10001905248
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2
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Nonlinear econometric modeling in time series : …
,
(pp. 165-201)
.
2000
Persistent link: https://www.econbiz.de/10001532227
Saved in:
3
Unit root tests for time series with a structural break when the break point is known
Lütkepohl, Helmut
;
Müller, Christian
;
Saikkonen, Pentti
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 327-348)
.
2000
Persistent link: https://www.econbiz.de/10001587927
Saved in:
4
Forecasting with VARMA models
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10003338428
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5
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
- In:
Modern econometric analysis : surveys on recent …
,
(pp. 73-86)
.
2006
Persistent link: https://www.econbiz.de/10003375827
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6
Fundamental problems with nonfundamental shocks
Lütkepohl, Helmut
- In:
Essays in nonlinear time series econometrics
,
(pp. 198-214)
.
2014
Persistent link: https://www.econbiz.de/10010385854
Saved in:
7
Identifying structural vector autoregressions via changes in volatility
Lütkepohl, Helmut
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 169-203)
.
2013
Persistent link: https://www.econbiz.de/10010252334
Saved in:
8
Forecasting unpredictable variables
Lütkepohl, Helmut
- In:
Empirical economic and financial research : theory, …
,
(pp. 287-304)
.
2015
Persistent link: https://www.econbiz.de/10010490103
Saved in:
9
Recent advances in cointegration analysis
Lütkepohl, Helmut
- In:
New directions in macromodelling
,
(pp. 107-146)
.
2004
Persistent link: https://www.econbiz.de/10002717331
Saved in:
10
Vector autoregressive models
Lütkepohl, Helmut
- In:
Handbook of research methods and applications in …
,
(pp. 139-164)
.
2013
Persistent link: https://www.econbiz.de/10010206841
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