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A model for non-negative and non-positive distributed lag functions
Lütkepohl, Helmut - In: Journal of econometrics 16 (1981) 2, pp. 211-219
Persistent link: https://www.econbiz.de/10002406142
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Non-causality due to omitted variables
Lütkepohl, Helmut - In: Journal of econometrics 19 (1982) 2/3, pp. 367-378
Persistent link: https://www.econbiz.de/10002406148
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General-to-specific or specific-to-general modelling? : an opinion on current econometric terminology
Lütkepohl, Helmut - In: Journal of econometrics 136 (2007) 1, pp. 319-324
Persistent link: https://www.econbiz.de/10003401661
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Prediction tests for structural stability
Lütkepohl, Helmut - In: Journal of econometrics 39 (1988) 3, pp. 267-296
Persistent link: https://www.econbiz.de/10003622419
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Linear transformations of vector ARMA processes
Lütkepohl, Helmut - In: Journal of econometrics 26 (1984) 3, pp. 283-293
Persistent link: https://www.econbiz.de/10002406131
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Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - In: Journal of econometrics 196 (2017) 2, pp. 288-304
Persistent link: https://www.econbiz.de/10011818296
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Nonparametric dynamic modelling : [Fifth Meeting of the European Conference Series in Quantitative Economics and Econometrics (EC)2 under the theme Nonparametric and dynamic modelling at the Humboldt University in Berlin in December 1994]
Lütkepohl, Helmut (contributor);  … - In: Journal of econometrics 81,1 : Annals of econometrics (1997)
Persistent link: https://www.econbiz.de/10004328176
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Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 81 (1997) 1, pp. 127-158
Persistent link: https://www.econbiz.de/10006791207
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Editor's introduction: Nonparametric dynamic modelling
Lütkepohl, Helmut - In: Journal of econometrics 81 (1997) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10006791212
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Analysis of cointegrated VARMA processes
Lütkepohl, Helmut; Claessen, Holger - In: Journal of econometrics 80 (1997) 2, pp. 223-240
Persistent link: https://www.econbiz.de/10006791462