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Linear transformations of vector arma processes
Lütkepohl, Helmut - 1982
Persistent link: https://www.econbiz.de/10002406135
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Non-linear least squares estimation under non-linear equality constraints
Lütkepohl, Helmut - In: Economics letters 13 (1983) 2/3, pp. 191-196
Persistent link: https://www.econbiz.de/10002406156
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Nonlinear least squares estimation under nonlinear equality constraints
Lütkepohl, Helmut - 1982
Persistent link: https://www.econbiz.de/10002406170
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Transfer function models for nonstationary time series
Lütkepohl, Helmut - 1982
Persistent link: https://www.econbiz.de/10002406188
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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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Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti; Lütkepohl, Helmut - In: Nonlinear econometric modeling in time series : …, (pp. 165-201). 2000
Persistent link: https://www.econbiz.de/10001532227
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Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H. - In: Econometric reviews 19 (2000) 1, pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
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Estimating the Kronecker indices of cointegrated echelon-form VARMA models
Bartel, Holger; Lütkepohl, Helmut - In: The econometrics journal 1 (1998) 1, pp. 76-99
Persistent link: https://www.econbiz.de/10001443679
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A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
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Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut; Teräsvirta, Timo; Wolters, Jürgen - In: Journal of applied econometrics 14 (1999) 5, pp. 511-525
Persistent link: https://www.econbiz.de/10001421492