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A review of nonparametric time series analysis
Härdle, Wolfgang - In: International statistical review : a journal of the … 65 (1997) 1, pp. 49-72
Persistent link: https://www.econbiz.de/10001223827
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Stabilitätsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansätze zur Modellierung variierender Regressionskoeffizienten
Lütkepohl, Helmut - In: Kredit und Kapital 28 (1995) 1, pp. 107-133
Persistent link: https://www.econbiz.de/10001178361
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Testing for causation using infinite order vector autoregressive processes
Lütkepohl, Helmut - In: Econometric theory 12 (1996) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10001201817
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Specification of echelon-form VARMA models
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
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Analyse trendbehafteter multipler Zeitreihen
Lütkepohl, Helmut - In: Allgemeines statistisches Archiv : AStA ; journal of … 75 (1991) 1, pp. 103-123
Persistent link: https://www.econbiz.de/10001103404
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Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti; Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 4, pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
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Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 16 (2000) 3, pp. 373-406
Persistent link: https://www.econbiz.de/10001507493
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Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf; Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001485530
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Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - 2000
Persistent link: https://www.econbiz.de/10001543855
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Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku; Lütkepohl, Helmut - 2001
Persistent link: https://www.econbiz.de/10001582163