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Modelling the demand for M3 in the unified Germany
Wolters, Jürgen; Teräsvirta, Timo; Lütkepohl, Helmut - 1996
Persistent link: https://www.econbiz.de/10000936487
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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
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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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Nonparametric dynamic modelling
Lütkepohl, Helmut (contributor) - In: Journal of econometrics 81 (1997) 1
Persistent link: https://www.econbiz.de/10001229341
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Vector autoregressive analysis
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001373291
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Testing for unit roots in time series with level shifts
Saikkonen, Pentti; Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001373296
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999
Persistent link: https://www.econbiz.de/10001373298
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Vector autoregressions
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001377679
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Unit root tests for time series with a structural break when the break point is known
Lütkepohl, Helmut; Müller, Christian; Saikkonen, Pentti - 1999
Persistent link: https://www.econbiz.de/10001377700
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Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 15 (1999) 1, pp. 50-78
Persistent link: https://www.econbiz.de/10001381809