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Estimating the Kronecker indices of cointegrated echelon-form VARMA models
Bartel, Holger; Lütkepohl, Helmut - In: The econometrics journal 1 (1998) 1, pp. 76-99
Persistent link: https://www.econbiz.de/10001443679
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Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - In: The econometrics journal 4 (2001) 2, pp. 287-310
Persistent link: https://www.econbiz.de/10007483852
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Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei; Lütkepohl, Helmut; Saikkonen, Pentti - In: The econometrics journal 12 (2009) 3, pp. 414-435
Persistent link: https://www.econbiz.de/10008336838
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Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - In: The econometrics journal 4 (2001) 4, pp. 287-310
Persistent link: https://www.econbiz.de/10001651359
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Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei; Lütkepohl, Helmut; Saikkonen, Pentti - In: The econometrics journal 12 (2009) 3, pp. 414-435
Persistent link: https://www.econbiz.de/10003948827
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Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; … - In: The econometrics journal 24 (2021) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
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Fiscal forecasting : the track record of the IMF, OECD and EC
Artis, Michael J.; Marcellino, Massimiliano - In: The econometrics journal 4 (2001) 1, pp. S20-S36
Persistent link: https://www.econbiz.de/10001612266
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Some cautions on the use of panel methods for integrated series of macroeconomic data
Banerjee, Anindya; Marcellino, Massimiliano; Osbat, Chiara - In: The econometrics journal 7 (2004) 2, pp. 322-340
Persistent link: https://www.econbiz.de/10007442936
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Fiscal forecasting: The track record of the IMF, OECD and EC
Artis, Michael; Marcellino, Massimiliano - In: The econometrics journal 4 (2001) 1, pp. S20
Persistent link: https://www.econbiz.de/10007486739
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Factor analysis in a model with rational expectations
Beyer, Andreas; Farmer, Rogere A.; Henry, Jérôme; … - In: The econometrics journal 11 (2008) 2, pp. 271-286
Persistent link: https://www.econbiz.de/10008077662