Narrow search
Showing 1 - 10 of 10
Cover Image
Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
Cover Image
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf; Lütkepohl, Helmut - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Cover Image
Confidence bands for impulse responses : Bonferroni vs. Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: Oxford bulletin of economics and statistics 77 (2015) 6, pp. 800-821
Persistent link: https://www.econbiz.de/10011396542
Cover Image
Choosing between different time-varying volatility models for structural vector autoregressive analysis
Lütkepohl, Helmut; Schlaak, Thore - In: Oxford bulletin of economics and statistics 80 (2018) 4, pp. 715-735
Persistent link: https://www.econbiz.de/10011969506
Cover Image
Testing parameter constancy and super exogeneity in econometric equations
Jansen, Eilev S. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 737-763
Persistent link: https://www.econbiz.de/10001334927
Cover Image
Simulation-based finite sample linearity test against smooth transition models
González, Andrés; Teräsvirta, Timo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 797-812
Persistent link: https://www.econbiz.de/10003393516
Cover Image
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
Lanne, M.; Lütkepohl, H.; Saikkonen, P. - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91
Persistent link: https://www.econbiz.de/10006436708
Cover Image
Testing Parameter Constancy and Super Exogeneity in Econometric Equations
Jansen, Eilev S.; Teräsvirta, Timo - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 735-764
Persistent link: https://www.econbiz.de/10006480071
Cover Image
Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative link rid="fn1">*
Brüggemann, Ralf; Lütkepohl, Helmut - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 673-690
Persistent link: https://www.econbiz.de/10006424273
Cover Image
Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative
Brüggemann, Ralf; Lütkepohl, Helmut - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 673-690
Persistent link: https://www.econbiz.de/10007291115