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Vector autoregressive models
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Theorie
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vector autoregressive process
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Lütkepohl, Helmut
436
Saikkonen, Pentti
79
Staszewska-Bystrova, Anna
34
Winker, Peter
34
Brüggemann, Ralf
33
Lanne, Markku
32
Wolters, Jürgen
23
Bruns, Martin
22
Trenkler, Carsten
20
Schlaak, Thore
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Netšunajev, Aleksei
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11
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9
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8
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7
Candelon, Bertrand
7
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6
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Woźniak, Tomasz
6
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6
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5
Meitz, Mika
5
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5
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4
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4
Poskitt, Donald Stephen
4
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4
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3
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3
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3
Hubrich, Kirstin
3
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3
Motta, Massimo
3
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3
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3
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2
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2
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3
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3
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2
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Workshop on Money Demand in Europe <1997, Berlin>
2
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1
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1
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29
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29
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28
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27
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24
Econometric theory
11
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11
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11
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10
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9
Journal of economic dynamics & control
9
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8
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
7
CESifo Working Paper Series
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of forecasting
5
Themes in modern econometrics
5
Oxford bulletin of economics and statistics
4
The econometrics journal
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Macroeconomic dynamics
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Oxford Bulletin of Economics and Statistics
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The review of economics and statistics
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ECONIS (ZBW)
330
EconStor
83
RePEc
7
USB Cologne (EcoSocSci)
7
BASE
5
USB Cologne (business full texts)
3
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1
Forecasting Aggregated Time Series Variables : A Survey
Lütkepohl, Helmut
-
2010
Persistent link: https://www.econbiz.de/10009595561
Saved in:
2
New introduction to multiple time series analysis : with 36 tables
Lütkepohl, Helmut
-
2007
-
1. ed., corr. 2. print.
Persistent link: https://www.econbiz.de/10004885116
Saved in:
3
Introduction to multiple time series analysis
Lütkepohl, Helmut
-
1991
Persistent link: https://www.econbiz.de/10004107521
Saved in:
4
Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485341
Saved in:
5
Forecasting vector ARMA processes with systematically missing observations
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10001009797
Saved in:
6
The sources of the US money demand instability
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 729-743
Persistent link: https://www.econbiz.de/10001331523
Saved in:
7
Comparison of predictors for temporally and contemporaneously aggregated time series
Lütkepohl, Helmut
- In:
International journal of forecasting
2
(
1986
)
4
,
pp. 461-475
Persistent link: https://www.econbiz.de/10001036216
Saved in:
8
Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Lütkepohl, Helmut
- In:
Econometric theory
4
(
1988
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001049386
Saved in:
9
Prediction of temporally aggregated systems involving both stock and flow variables
Lütkepohl, Helmut
- In:
Statistical papers
30
(
1989
)
4
,
pp. 279-293
Persistent link: https://www.econbiz.de/10001083008
Saved in:
10
Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
Lütkepohl, Helmut
- In:
The review of economics and statistics
72
(
1990
)
1
,
pp. 116-125
Persistent link: https://www.econbiz.de/10001085596
Saved in:
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