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Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001485341
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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
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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
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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
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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
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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
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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
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Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
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Bericht über die Sitzung des Ausschusses für Ökonometrie vom 14. bis 16. März 2001 im Schloss Rauischholzhausen
Lütkepohl, Helmut - In: Perspektiven der Wirtschaftspolitik : eine Zeitschrift … 2 (2001) 3, pp. 343-345
Persistent link: https://www.econbiz.de/10001600339
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Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5. - 7. April 2000 im Schloss Rauischholzhausen
Lütkepohl, Helmut - In: Perspektiven der Wirtschaftspolitik : eine Zeitschrift … 2 (2001) 1, pp. 105-108
Persistent link: https://www.econbiz.de/10001549650