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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
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Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdaten
Lütkepohl, Helmut - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 145-171). 1996
Persistent link: https://www.econbiz.de/10001318068
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New introduction to multiple time series analysis
Lütkepohl, Helmut - 2006
Persistent link: https://www.econbiz.de/10001768634
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Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
Wolters, Jürgen - In: Empirische Wirtschaftsforschung : Methoden und …, (pp. 51-76). 2003
Persistent link: https://www.econbiz.de/10001777634
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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
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Forecasting with VARMA models
Lütkepohl, Helmut - 2006
Persistent link: https://www.econbiz.de/10003338428
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New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut - 2005
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner
Persistent link: https://www.econbiz.de/10014415231