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Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity
Herwartz, Helmut; Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003957277
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009008157
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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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Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867318
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Econometric analysis with vector autoregressive models
Lütkepohl, Helmut (contributor) - 2007
Persistent link: https://www.econbiz.de/10003483073
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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut (contributor) - 2005
Persistent link: https://www.econbiz.de/10003243519
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Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
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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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Are small countries able to set their own interest rates? : Assessing the implications of the macroeconomic trilemma
Herwartz, Helmut; Roestel, Jan - 2010
Persistent link: https://www.econbiz.de/10003960163
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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