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Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Lütkepohl, Helmut - In: Econometric theory 4 (1988) 1, pp. 77-85
Persistent link: https://www.econbiz.de/10001049386
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Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 16 (2000) 3, pp. 373-406
Persistent link: https://www.econbiz.de/10001507493
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Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 15 (1999) 1, pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
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Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti - In: Econometric theory 12 (1996) 5, pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
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Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut - In: Econometric theory 7 (1991) 4, pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
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Testing for causation using infinite order vector autoregressive processes
Lütkepohl, Helmut - In: Econometric theory 12 (1996) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10001201817
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Testing for Causation Using Infinite Order Vector Autoregressive Processes
Lütkepohl, Helmut; Poskitt, D.S. - In: Econometric theory 12 (1996) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10007001133
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UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
Lütkepohl, Helmut; Rodrigues, Paulo M.M.; Balke, N.S.; … - In: Econometric theory 24 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10007896797
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Infinite-Order Cointegrated Vector Autoregressive Processes: Estimation and Inference
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 12 (1996) 5, pp. 814-844
Persistent link: https://www.econbiz.de/10007002486
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Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 18 (2002) 2, pp. 313-348
Persistent link: https://www.econbiz.de/10006974575