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Vector autoregressive models
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192
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111
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111
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Lütkepohl, Helmut
190
Saikkonen, Pentti
53
Lanne, Markku
21
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13
Brüggemann, Ralf
12
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6
Fang, Xu
5
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4
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4
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4
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3
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3
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3
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1
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1
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1
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2
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
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21
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16
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11
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10
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9
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8
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6
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4
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3
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3
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3
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3
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3
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3
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3
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2
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2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
2
A companion to economic forecasting
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
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1
EUI Max Weber Programme Working Paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
European University Institute Max Weber Programme Working Paper
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of economic forecasting ; Vol. 1
1
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1
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ECONIS (ZBW)
190
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1
Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485341
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
[Rezension von: Hayashi, Fumio, Econometrics]
Lütkepohl, Helmut
- In:
Journal of economic literature
39
(
2001
)
3
,
pp. 905-907
Persistent link: https://www.econbiz.de/10001611851
Saved in:
7
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413243
Saved in:
8
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
Saved in:
9
Introduction to multiple time series analysis
Lütkepohl, Helmut
-
1993
-
2. edition
Persistent link: https://www.econbiz.de/10000346751
Saved in:
10
Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut
-
1982
Persistent link: https://www.econbiz.de/10000072810
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