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~person:"Lütkepohl, Helmut"
~subject:"Time series analysis"
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Time series analysis
Theorie
177
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175
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94
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92
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72
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65
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Lütkepohl, Helmut
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
118
Gil-Alaña, Luis A.
112
Caporale, Guglielmo Maria
91
Härdle, Wolfgang
71
Koop, Gary
67
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Harvey, Andrew C.
56
Maravall Herrero, Agustín
55
Sibbertsen, Philipp
55
Kunst, Robert M.
52
Swanson, Norman R.
52
Granger, C. W. J.
50
Dijk, Herman K. van
47
Hyndman, Rob J.
47
Lucas, André
47
Engle, Robert F.
46
Hassler, Uwe
46
Hallin, Marc
45
Marcellino, Massimiliano
45
Proietti, Tommaso
45
Bauwens, Luc
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
40
Kapetanios, George
39
Mills, Terence C.
39
Ravazzolo, Francesco
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Johansen, Søren
36
Lux, Thomas
36
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
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3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Discussion papers of interdisciplinary research project 373
5
EUI working paper / ECO
5
Econometric theory
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4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
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3
Economics letters
3
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3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
2
A companion to economic forecasting
1
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
1
DIW Berlin Discussion Paper
1
Econometrics : open access journal
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International journal of forecasting
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of economic dynamics & control
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Nonparametric dynamic modelling
1
SpringerLink / Bücher
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Themes in modern econometrics
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ECONIS (ZBW)
72
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1
An alternative approach to univariate and multivariate time series analysis
Lütkepohl, Helmut
-
1981
Persistent link: https://www.econbiz.de/10000068923
Saved in:
2
Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut
-
1982
Persistent link: https://www.econbiz.de/10000072810
Saved in:
3
Introduction to multiple time series analysis
Lütkepohl, Helmut
-
1993
-
2. edition
Persistent link: https://www.econbiz.de/10000346751
Saved in:
4
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000996285
Saved in:
5
Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut
;
Schneider, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000743536
Saved in:
6
Prediction of temporally aggregated systems involving both stock and flow variables
Lütkepohl, Helmut
-
1988
Persistent link: https://www.econbiz.de/10000746581
Saved in:
7
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
Saved in:
8
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
9
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdaten
Lütkepohl, Helmut
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 145-171)
.
1996
Persistent link: https://www.econbiz.de/10001318068
Saved in:
10
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
Saved in:
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