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Chapter 6 Forecasting with VAR...
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Lütkepohl, Helmut
192
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ECONIS (ZBW)
192
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1
Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut
-
1982
Persistent link: https://www.econbiz.de/10000072810
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2
Comparison of the forecasting performance of methods for fitting autoregressive models
Lütkepohl, Helmut
-
1984
Persistent link: https://www.econbiz.de/10000073449
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3
Introduction to multiple time series analysis
Lütkepohl, Helmut
-
1993
-
2. edition
Persistent link: https://www.econbiz.de/10000346751
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4
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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5
Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485341
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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
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7
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413243
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8
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
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9
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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10
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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