Narrow search
Showing 421 - 430 of 762
Cover Image
Problems Related to Confidence Intervals for Impulse Responses of Autoregressive Processes
Benkwitz, A.; Lütkepohl, H.; Neumann, M.H. - In: Econometric reviews 19 (2000) 1, pp. 69-104
Persistent link: https://www.econbiz.de/10006909651
Cover Image
Problems Related to Confidence Intervals for Impulse Responses of Autoregressive Processes
Benkwitz, A.; Lütkepohl, H.; Neumann, M.H. - In: Econometric reviews 19 (2000) 1, pp. 69-104
Persistent link: https://www.econbiz.de/10006909659
Cover Image
Making Wald Tests Work for Cointegrated VAR Systems
Dolado, J.J.; Lütkepohl, H. - In: Econometric reviews 15 (1996) 4, pp. 369-386
Persistent link: https://www.econbiz.de/10006931844
Cover Image
Interpretation of Cointegration Relations -- Comments on "Estimating Systems of Trending Variables"
Lütkepohl, H. - In: Econometric reviews 13 (1994) 3, pp. 391-394
Persistent link: https://www.econbiz.de/10006945885
Cover Image
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time
Lanne, M.; Lütkepohl, H.; Saikkonen, P. - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91
Persistent link: https://www.econbiz.de/10006436708
Cover Image
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems
Benkwitz, A.; Lütkepohl, H.; Wolters, J. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005623998
Cover Image
On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models
Candelon, B.; Lütkepohl, H. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005624012
Cover Image
Was There a Regime Change in the German Monetary Transmission Mechanism in 1983?
Candelon, B.; Lütkepohl, H. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742932
Cover Image
Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process
Saikkonen, P.; Lütkepohl, H. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742948
Cover Image
Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time
Saikkonen, P.; Lütkepohl, H. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742966