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Introduction to multiple time series analysis

Lütkepohl, Helmut - 1993 - 2. edition

Persistent link: https://www.econbiz.de/10000346751

Forecasting aggregates and aggregating forecasts

Lütkepohl, Helmut - 1982

Persistent link: https://www.econbiz.de/10000072810

Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-515

Persistent link: https://www.econbiz.de/10003726235

Forecasting with VARMA models

Lütkepohl, Helmut - 2006

Persistent link: https://www.econbiz.de/10003338428

Forecasting aggregated time series variables : a survey

Lütkepohl, Helmut - 2009

Persistent link: https://www.econbiz.de/10003867318

Econometric analysis with vector autoregressive models

Lütkepohl, Helmut (contributor) - 2007

Persistent link: https://www.econbiz.de/10003483073

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

Prediction tests for structural stability

Lütkepohl, Helmut - In: Journal of econometrics 39 (1988) 3, pp. 267-296

Persistent link: https://www.econbiz.de/10003622419

Vector autoregressions

Lütkepohl, Helmut - 1999

Persistent link: https://www.econbiz.de/10009579182

Fundamental problems with nonfundamental shocks

Lütkepohl, Helmut - 2012

Economic agents using information that is not incorporated in the econometric model is seen as a possible reason for why nonfundamental shocks are important in econometric models. Allowing for nonfundamental shocks in structural vector autoregressive (SVAR) analysis by considering moving average...

Persistent link: https://www.econbiz.de/10009579361

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