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Recent advances in cointegration analysis
Lütkepohl, Helmut - In: New directions in macromodelling, (pp. 107-146). 2004
Persistent link: https://www.econbiz.de/10002717331
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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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Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 16 (2000) 3, pp. 373-406
Persistent link: https://www.econbiz.de/10001507493
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Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H. - In: Econometric reviews 19 (2000) 1, pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
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Estimating the Kronecker indices of cointegrated echelon-form VARMA models
Bartel, Holger; Lütkepohl, Helmut - In: The econometrics journal 1 (1998) 1, pp. 76-99
Persistent link: https://www.econbiz.de/10001443679
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A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
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Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut; Teräsvirta, Timo; Wolters, Jürgen - In: Journal of applied econometrics 14 (1999) 5, pp. 511-525
Persistent link: https://www.econbiz.de/10001421492
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Comparison of unit root tests for time series with level shifts
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - 1999
Persistent link: https://www.econbiz.de/10001424859
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Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti; Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001425254
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Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 95 (2000) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10001432560