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Structural vector autoregressi...
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Lütkepohl, Helmut
615
Saikkonen, Pentti
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Lanne, Markku
52
Wolters, Jürgen
47
Brüggemann, Ralf
46
Luetkepohl, Helmut
45
Lütkepohl, H.
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Netšunajev, Aleksei
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Staszewska-Bystrova, Anna
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Winker, Peter
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Schlaak, Thore
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Benkwitz, Alexander
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7
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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101
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
102
A money demand system for German M3
Lütkepohl, Helmut
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
3
,
pp. 371-386
Persistent link: https://www.econbiz.de/10001338278
Saved in:
103
Modeling the demand for M3 in the unified Germany
Wolters, Jürgen
- In:
The review of economics and statistics
80
(
1998
)
3
,
pp. 399-409
Persistent link: https://www.econbiz.de/10001245213
Saved in:
104
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
Saved in:
105
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
Saved in:
106
Making wald tests work for cointegrated VAR systems
Dolado, Juan J.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
Saved in:
107
Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti
- In:
Econometric theory
12
(
1996
)
5
,
pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
Saved in:
108
Statistische Modellierung von Volatilitäten
Lütkepohl, Helmut
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
81
(
1997
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10001217275
Saved in:
109
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
Saved in:
110
Impulse response analysis of cointegrated systems
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
16
(
1992
)
1
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001115981
Saved in:
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