Helmut Lütkepohl
Helmut Lütkepohl
DIW, Freie Universitaet Berlin
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TítuloCitado porAño
Introduction to the Theory and Practice of Econometrics
GG Judge, RC Hill, WE Griffiths, H Lütkepohl, TC Lee
J. Wiley, 1988
112541988
New introduction to multiple time series analysis
H Lütkepohl
Springer Science & Business Media, 2005
56452005
Introduction to multiple time series analysis
H Lütkepohl
Springer Science & Business Media, 2013
40002013
Handbook of matrices.
H Lütkepohl
Computational Statistics and Data Analysis, 1996
15141996
Applied Time Series Econometrics
MK H Lütkepohl
14922004
Making Wald tests work for cointegrated VAR systems
JJ Dolado, H Lütkepohl
Econometric Reviews 15 (4), 369-386, 1996
8921996
Non-causality due to omitted variables
H Lütkepohl
Journal of Econometrics 19 (2-3), 367-378, 1982
5811982
Impulse response analysis of cointegrated systems
H Lütkepohl, HE Reimers
Journal of economic dynamics and control 16 (1), 53-78, 1992
5461992
Comparison of criteria for estimating the order of a vector autoregressive process
H Lütkepohl
Journal of time series analysis 6 (1), 35-52, 1985
4271985
Testing for a unit root in a time series with a level shift at unknown time
P Saikkonen, H Lütkepohl
Econometric theory 18 (2), 313-348, 2002
3882002
Comparison of unit root tests for time series with level shifts
M Lanne, H Lütkepohl, P Saikkonen
Journal of time series analysis 23 (6), 667-685, 2002
3682002
Structural vector autoregressive analysis
L Kilian, H Lütkepohl
Cambridge University Press, 2017
3352017
Testing for the cointegrating rank of a VAR process with structural shifts
P Saikkonen, H Lütkepohl
Journal of business & economic statistics 18 (4), 451-464, 2000
3252000
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
H Lüutkepohl, P Saikkonen, C Trenkler
The Econometrics Journal 4 (2), 287-310, 2001
2652001
Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
H Lütkepohl
The review of economics and statistics, 116-125, 1990
2601990
Structural vector autoregressive modeling and impulse responses
J Breitung, R Brüggemann, H Lütkepohl
Applied time series econometrics, 2004
2352004
Vector autoregressive models
H Lütkepohl
Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013
2332013
Forecasting aggregated vector ARMA processes
H Lütkepohl
Springer Science & Business Media, 1987
2311987
Vector autoregressive and vector error correction models
H Lütkepohl
Applied time series econometrics, 2004
2252004
Structural vector autoregressive analysis for cointegrated variables
H Lütkepohl
Allgemeines Statistisches Archiv 90 (1), 75-88, 2006
2222006
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Artículos 1–20