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A lag augmentation test for the cointegrating rank of a VAR process
Lutkepohl, Helmut; Saikkonen, Pentti - In: Economics Letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10005158775
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Granger-causality in cointegrated VAR processes The case of the term structure
Lutkepohl, Helmut; Reimers, Hans-Eggert - In: Economics Letters 40 (1992) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10005361589
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Linear aggregation of vector autoregressive moving average processes
Lutkepohl, Helmut - In: Economics Letters 14 (1984) 4, pp. 345-350
Persistent link: https://www.econbiz.de/10005257483
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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lutkepohl, Helmut - In: Economics Letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10005257789
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Unit root tests for time series with level shifts: a comparison of different proposals
Lanne, Markku; Lutkepohl, Helmut - In: Economics Letters 75 (2002) 1, pp. 109-114
Persistent link: https://www.econbiz.de/10005296791
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Non-linear least squares estimation under non-linear equality constraints
Lutkepohl, Helmut - In: Economics Letters 13 (1983) 2-3, pp. 191-196
Persistent link: https://www.econbiz.de/10005269960
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On unit root tests in the presence of transitional growth
Lucke, Bernd; Lutkepohl, Helmut - In: Economics Letters 84 (2004) 3, pp. 323-327
Persistent link: https://www.econbiz.de/10005270232
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The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions
Lutkepohl, Helmut - In: Economics Letters 17 (1985) 1-2, pp. 103-106
Persistent link: https://www.econbiz.de/10005276030
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Why is it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku; Saikkonen, Pentti - In: Economics Letters 92 (2006) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10005296307
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Power of the Lagrange multiplier test for testing an autoregressive unit root
Luukkonen, Ritva; Saikkonen, Pentti - In: Economics Letters 51 (1996) 1, pp. 27-35
Persistent link: https://www.econbiz.de/10005269644