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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10006772276
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Linear aggregation of vector autoregressive moving average processes
Lütkepohl, Helmut - In: Economics letters 14 (1984) 4, pp. 345-350
Persistent link: https://www.econbiz.de/10002406124
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Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
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Non-linear least squares estimation under non-linear equality constraints
Lütkepohl, Helmut - In: Economics letters 13 (1983) 2/3, pp. 191-196
Persistent link: https://www.econbiz.de/10002406156
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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
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The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions : received 21.8.1984
Lütkepohl, Helmut - In: Economics letters 17 (1985) 1/2, pp. 103-106
Persistent link: https://www.econbiz.de/10002406104
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Nonlinear monetary policy in Europe: fact or myth?
Bruinshoofd, Allard; Candelon, Bertrand - In: Economics letters 86 (2005) 3, pp. 399-404
Persistent link: https://www.econbiz.de/10006753457
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A cautious note on the use of panel models to predict financial crises
van den Berg, Jeroen; Candelon, Bertrand; Urbain, … - In: Economics letters 101 (2008) 1, pp. 80-83
Persistent link: https://www.econbiz.de/10008094772
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A cautious note on the use of panel models to predict financial crises
van den Berg, Jeroen; Candelon, Bertrand; Urbain, … - In: Economics letters 101 (2008) 1, pp. 80-84
Persistent link: https://www.econbiz.de/10008897609