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person:"Lütkepohl, Helmut"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"Herwartz, Helmut"
~person:"Kapetanios, George"
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Time series analysis
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00.12.1994
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Lütkepohl, Helmut
Herwartz, Helmut
Kapetanios, George
Phillips, Peter C. B.
15
Koop, Gary
8
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7
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7
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Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
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1
Innovations in multiple time series analysis
Breitung, Jörg
(
ed.
);
Herwartz, Helmut
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704621
Saved in:
2
Innovations in multiple time series analysis
Breitung, Jörg
;
Herwartz, Helmut
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
Saved in:
3
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
4
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
5
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
6
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
7
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
8
Modified Wald tests under nonregular conditions
Lütkepohl, Helmut
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10001219971
Saved in:
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