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Unit Root Tests for Time Serie...
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Time series analysis
Theorie
191
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184
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130
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109
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109
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Lütkepohl, Helmut
128
Saikkonen, Pentti
22
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9
Winker, Peter
9
Lanne, Markku
8
Netšunajev, Aleksei
7
Schlaak, Thore
7
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Bruns, Martin
6
Fang, Xu
5
Poskitt, Donald Stephen
4
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3
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1
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1
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Lütkepohl, H.
1
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5
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A companion to economic forecasting
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1
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
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1
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1
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1
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1
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ECONIS (ZBW)
129
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1
Comparison of unit root tests for time series with level shifts
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
1999
Persistent link: https://www.econbiz.de/10001424859
Saved in:
2
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001425254
Saved in:
3
Testing for nonnormality of autoregressive time series
Lütkepohl, Helmut
;
Schneider, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000743536
Saved in:
4
Impulse response analysis of co-integrated systems
Lütkepohl, Helmut
;
Reimers, Hans-Eggert
-
1989
Persistent link: https://www.econbiz.de/10000769055
Saved in:
5
A review of nonparametric time series analysis
Härdle, Wolfgang
;
Lütkepohl, Helmut
;
Chen, Rong
-
1996
Persistent link: https://www.econbiz.de/10000949642
Saved in:
6
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000996285
Saved in:
7
Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992267
Saved in:
8
Multivariate volatility analysis of VW stock prices
Herwartz, Helmut
;
Lütkepohl, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992357
Saved in:
9
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdaten
Lütkepohl, Helmut
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 145-171)
.
1996
Persistent link: https://www.econbiz.de/10001318068
Saved in:
10
Consistent estimation of the number of cointegration relations in a vector autoregressive model
Lütkepohl, Helmut
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 87-100)
.
1998
Persistent link: https://www.econbiz.de/10001301453
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