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Handbook of matrices
Lütkepohl, Helmut - 1996
Persistent link: https://www.econbiz.de/10000593118
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Vector autoregressive models
Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009405402
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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
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Forecasting cointegrated VARMA processes
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001413243
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New introduction to multiple time series analysis
Lütkepohl, Helmut - 2006
Persistent link: https://www.econbiz.de/10001768634