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~person:"Lütkepohl, Helmut"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"VARMA model"
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95
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95
Theorie
52
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36
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36
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34
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34
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Lütkepohl, Helmut
Marcellino, Massimiliano
66
Pesaran, M. Hashem
64
Mumtaz, Haroon
61
Castelnuovo, Efrem
54
Gambetti, Luca
53
Caggiano, Giovanni
44
Kilian, Lutz
43
Theodoridis, Konstantinos
41
Carriero, Andrea
40
Huber, Florian
40
Canova, Fabio
39
Koop, Gary
39
Clark, Todd E.
36
Chudik, Alexander
29
Belke, Ansgar
27
Fève, Patrick
27
Giannone, Domenico
27
Johansen, Søren
27
Rubio-Ramírez, Juan Francisco
27
Schorfheide, Frank
27
Korobilis, Dimitris
26
Forni, Mario
25
Kapetanios, George
25
Nielsen, Morten Ørregaard
25
Benati, Luca
24
Minford, Patrick
24
Sala, Luca
24
Jusélius, Katarina
23
Bjørnland, Hilde Christiane
22
Zanetti, Francesco
22
Kriwoluzky, Alexander
21
Saikkonen, Pentti
21
Wickens, Michael R.
21
Baumeister, Christiane
20
Feldkircher, Martin
20
Peersman, Gert
20
Ricco, Giovanni
20
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19
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19
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17
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30
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ECONIS (ZBW)
95
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81
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Saved in:
82
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
83
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Saved in:
84
Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
Saved in:
85
Comparison of model reduction methods for VAR processes
Brüggemann, Ralf
;
Krolzig, Hans-Martin
;
Lütkepohl, Helmut
-
2002
Persistent link: https://www.econbiz.de/10001730379
Saved in:
86
Testing for the cointegrating rank of a VAR process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2001
Persistent link: https://www.econbiz.de/10001618757
Saved in:
87
On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001555315
Saved in:
88
Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485341
Saved in:
89
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf
;
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485530
Saved in:
90
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001543855
Saved in:
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