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person:"Lütkepohl, Helmut"
subject:"Time series analysis"
~isPartOf:"Economics letters"
~person:"Kunst, Robert M."
~person:"Lucas, André"
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Time series analysis
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Lütkepohl, Helmut
Kunst, Robert M.
Lucas, André
Franses, Philip Hans
9
Hecq, Alain W. J.
6
Hassler, Uwe
5
Schmidt, Peter
5
Lee, Junsoo
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Peel, David
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Economics letters
Discussion paper / Tinbergen Institute
29
IHS economics series : working paper
14
Reihe Ökonomie
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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A companion to economic forecasting
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Econometrics of short and unreliable time series
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Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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1
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
2
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Economics letters
75
(
2002
)
1
,
pp. 109-114
Persistent link: https://www.econbiz.de/10001650898
Saved in:
3
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
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