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~isPartOf:"Journal of econometrics"
~person:"Lütkepohl, Helmut"
~subject:"Kointegration"
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Kointegration
Cointegration
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VAR model
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Dynamische Wirtschaftstheorie
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EM algorithm
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Lütkepohl, Helmut
Johansen, Søren
3
Paruolo, Paolo
3
Rahbek, Anders
3
Saikkonen, Pentti
3
Kongsted, Hans Christian
2
Nielsen, Morten Ørregaard
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Trenkler, Carsten
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Journal of econometrics
Discussion papers of interdisciplinary research project 373
10
EUI working paper / ECO
8
CESifo working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometric theory
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SFB 649 discussion paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics journal
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Themes in modern econometrics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics : open access journal
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Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
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Journal of economic dynamics & control
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Journal of economic surveys
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Modern econometric analysis : surveys on recent developments ; with 11 tables
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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SpringerLink / Bücher
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ECONIS (ZBW)
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
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2
General-to-specific or specific-to-general modelling? : an opinion on current econometric terminology
Lütkepohl, Helmut
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 319-324
Persistent link: https://www.econbiz.de/10003401661
Saved in:
3
Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 201-229
Persistent link: https://www.econbiz.de/10001738893
Saved in:
4
Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
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