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Recent advances in cointegration analysis
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
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A small monetary system for the euro area based on German data
Brüggemann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233737
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Forecasting euro-area variables with German pre-EMU data
Brüggemann, Ralf (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397952
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A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
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Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
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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
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Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
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Identifying monetary policy shocks via changes in volatility
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2006
Persistent link: https://www.econbiz.de/10003338299