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person:"Breitung, Jörg"
~isPartOf:"The econometrics journal"
~person:"Lütkepohl, Helmut"
~subject:"VAR-Modell"
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VAR-Modell
Cointegration
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Breitung, Jörg
Lütkepohl, Helmut
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The econometrics journal
Discussion papers of interdisciplinary research project 373
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 414-435
Persistent link: https://www.econbiz.de/10003948827
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2
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
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