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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Lütkepohl, Helmut"
~subject:"Statistical test"
~subject:"Unit root test"
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Deutschland
Statistical test
Unit root test
Theorie
55
Theory
55
VAR model
25
VAR-Modell
25
Time series analysis
22
Zeitreihenanalyse
22
Cointegration
20
Kointegration
20
Estimation theory
13
Schätztheorie
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7
Schätzung
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Article
15
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Article in journal
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Graue Literatur
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29
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English
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Lütkepohl, Helmut
Taylor, Robert
33
Leybourne, Stephen James
28
Phillips, Peter C. B.
26
Westerlund, Joakim
18
Chang, Tsangyao
17
Gil-Alaña, Luis A.
17
Lee, Junsoo
17
Harvey, David I.
16
Saikkonen, Pentti
13
Xiao, Zhijie
13
Pesaran, M. Hashem
12
Caporale, Guglielmo Maria
11
Cavaliere, Giuseppe
11
Funke, Michael
11
Herwartz, Helmut
11
Hong, Yongmiao
11
Khalaf, Lynda
11
Rodrigues, Paulo M. M.
11
Berthold, Norbert
10
Cook, Steven
10
Kraft, Kornelius
10
Newbold, Paul
10
Perron, Pierre
10
Dufour, Jean-Marie
9
MacDonald, Ronald
9
Psaradakis, Zacharias G.
9
Su, Chi-Wei
9
Wagner, Martin
9
Whang, Yoon-jae
9
Andrews, Donald W. K.
8
Breitung, Jörg
8
Chang, Yoosoon
8
Franses, Philip Hans
8
Krämer, Walter
8
Kurozumi, Eiji
8
Li, Yong
8
Lobato, Ignacio N.
8
Narayan, Paresh Kumar
8
Sephton, Peter S.
8
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Economics letters
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
The econometrics journal
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ECONIS (ZBW)
15
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15
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1
Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut
;
Rodrigues, Paulo M. M.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
Saved in:
2
Testing for the cointegrating rank of a var process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 647-662
Persistent link: https://www.econbiz.de/10001978069
Saved in:
3
Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
Saved in:
4
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:
5
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
18
(
2002
)
2
,
pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
Saved in:
6
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001651359
Saved in:
7
A review of systems cointegration tests
Hubrich, Kirsten
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
Saved in:
8
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
- In:
Economics letters
73
(
2001
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
Saved in:
9
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
Saved in:
10
Testing for unit roots in time series with level shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
85
(
2001
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001555592
Saved in:
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