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person:"Lütkepohl, Helmut"
subject:"Time series analysis"
~language:"eng"
~subject:"Theorie"
~type_genre:"Book section"
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Time series analysis
Theorie
Theory
9
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5
VAR-Modell
5
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3
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3
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3
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2
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2
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Lütkepohl, Helmut
Stiglitz, Joseph E.
59
Barnett, William A.
53
Fabozzi, Frank J.
52
Samuelson, Paul Anthony
52
Nijkamp, Peter
50
Smith, Vernon L.
37
Chiarella, Carl
35
Sawyer, Malcolm C.
34
Krugman, Paul R.
32
Aghion, Philippe
30
Frey, Bruno S.
30
De Grauwe, Paul
29
Kirzner, Israel M.
29
Arestis, Philip
28
Foss, Nicolai J.
28
Goodhart, Charles A. E.
28
Carraro, Carlo
27
Gintis, Herbert
27
Solow, Robert M.
27
Arrow, Kenneth Joseph
26
Hodgson, Geoffrey M.
26
Audretsch, David B.
25
Dasgupta, Partha
25
Howitt, Peter
25
Kriesler, Peter
25
Chichilnisky, Graciela
24
Heal, Geoffrey
24
Mueller, Dennis C.
24
Samuels, Warren J.
24
Venables, Anthony
24
Flaschel, Peter
23
Harcourt, G. C.
23
Semmler, Willi
23
Stark, Oded
23
Verbeke, Alain
23
Casson, Mark
22
Güth, Werner
22
Helpman, Elhanan
22
Long, Ngo Van
22
Baumol, William J.
21
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Handbook of economic forecasting ; Vol. 1
1
Modern econometric analysis : surveys on recent developments ; with 11 tables
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
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ECONIS (ZBW)
9
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1
Forecasting unpredictable variables
Lütkepohl, Helmut
- In:
Empirical economic and financial research : theory, …
,
(pp. 287-304)
.
2015
Persistent link: https://www.econbiz.de/10010490103
Saved in:
2
Identifying structural vector autoregressions via changes in volatility
Lütkepohl, Helmut
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 169-203)
.
2013
Persistent link: https://www.econbiz.de/10010252334
Saved in:
3
Forecasting with VARMA models
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10003338428
Saved in:
4
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
Saved in:
5
Unit root tests in the presence of innovational outliers
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Contributions to modern econometrics : from data …
,
(pp. 151-167)
.
2002
Persistent link: https://www.econbiz.de/10001905248
Saved in:
6
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf
;
Lütkepohl, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001615031
Saved in:
7
Unit root tests for time series with a structural break when the break point is known
Lütkepohl, Helmut
;
Müller, Christian
;
Saikkonen, Pentti
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 327-348)
.
2000
Persistent link: https://www.econbiz.de/10001587927
Saved in:
8
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Nonlinear econometric modeling in time series : …
,
(pp. 165-201)
.
2000
Persistent link: https://www.econbiz.de/10001532227
Saved in:
9
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
Saved in:
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