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Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf; Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001485530
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Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf; Lütkepohl, Helmut - 2001
Persistent link: https://www.econbiz.de/10001615031
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Comparison of model reduction methods for VAR processes
Brüggemann, Ralf (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752419
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Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
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Comparison of model reduction methods for VAR processes
Brüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut - 2002
Persistent link: https://www.econbiz.de/10001730379
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Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
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Forecasting contemporaneous aggregates with stochastic aggregation weights
Brüggemann, Ralf; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009238569
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Forecasting contemporaneous aggregrates with stochastic aggregation weights
Brüggemann, Ralf; Lütkepohl, Helmut - In: International journal of forecasting 29 (2013) 1, pp. 60-68
Persistent link: https://www.econbiz.de/10009706177
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Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 134 (2006) 2, pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
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Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf; Lütkepohl, Helmut - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 673-690
Persistent link: https://www.econbiz.de/10003142844