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On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001555315
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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
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Was there a regime change in the German monetary transmission mechanism in 1983?
Candelon, Bertrand; Lütkepohl, Helmut - 2000
Recent investigations of the transmission mechanism of German monetary policy arrive at quite different conclusions regarding its stability during the period of monetary targeting by the Bundesbank. In this study small dynamic models for the monetary sector of the German economy are analyzed in...
Persistent link: https://www.econbiz.de/10009583433
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Was there a regime change in the German monetary transmission mechanism in 1983?
Candelon, Bertrand; Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001470261
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Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001485341
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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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[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