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An alternative approach to univariate and multivariate time series analysis
Lütkepohl, Helmut - 1981
Persistent link: https://www.econbiz.de/10000068923
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Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut - 1982
Persistent link: https://www.econbiz.de/10000072810
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Introduction to multiple time series analysis
Lütkepohl, Helmut - 1993 - 2. edition
Persistent link: https://www.econbiz.de/10000346751
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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000168054
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On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000904202
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Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000996285
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Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut; Schneider, Wolfgang - 1988
Persistent link: https://www.econbiz.de/10000743536
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Prediction of temporally aggregated systems involving both stock and flow variables
Lütkepohl, Helmut - 1988
Persistent link: https://www.econbiz.de/10000746581
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Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 369-391). 1996
Persistent link: https://www.econbiz.de/10001297232
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Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut - In: Econometrics in theory and practice : Festschrift for …, (pp. 87-100). 1998
Persistent link: https://www.econbiz.de/10001301453