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Structural vector autoregressive analysis in a data rich environment : a survey
Lütkepohl, Helmut - 2014
models and panel VARs reduce the parameter space. Global VARs use a mixed approach. They aggregate the variables and use a …
Persistent link: https://www.econbiz.de/10010227699
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Structural vector autoregressive analysis in a data rich environment : a survey
Lütkepohl, Helmut - 2014
models and panel VARs reduce the parameter space. Global VARs use a mixed approach. They aggregate the variables and use a …
Persistent link: https://www.econbiz.de/10010229209
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Specification of varying coefficient time series models via generalized flexible least squares
Lütkepohl, Helmut; Herwartz, Helmut - 1992
Persistent link: https://www.econbiz.de/10000335042
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Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut; Teräsvirta, Timo; Wolters, Jürgen - 1995
Persistent link: https://www.econbiz.de/10000917361
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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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Confidence intervals for impulse responses from VAR models : a comparison of asymptotic theory and simulation approaches
Griffiths, William E.; Lütkepohl, Helmut - 1990
Persistent link: https://www.econbiz.de/10000796087
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Impulse response analysis of co-integrated systems
Lütkepohl, Helmut; Reimers, Hans-Eggert - 1989
Persistent link: https://www.econbiz.de/10000769055
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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
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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
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A money demand system for German M3
Lütkepohl, Helmut - In: Empirical economics : a journal of the Institute for … 23 (1998) 3, pp. 371-386
Persistent link: https://www.econbiz.de/10001338278