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type_genre:"Article in journal"
type_genre:"Ranking"
~person:"Lütkepohl, Helmut"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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14
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Lütkepohl, Helmut
Gil-Alaña, Luis A.
80
Caporale, Guglielmo Maria
38
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32
Chang, Tsangyao
23
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23
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Economics letters
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ECONIS (ZBW)
7
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1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
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:
3
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
Saved in:
4
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
Saved in:
5
Forecasting nonlinear aggregates and aggregates with time-varying weights
Lütkepohl, Helmut
- In:
Jahrbücher für Nationalökonomie und Statistik
231
(
2011
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10008902887
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
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
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