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General-to-specific or specific-to-general modelling? An opinion on current econometric terminology
Lütkepohl, Helmut - In: Journal of econometrics 136 (2007) 1, pp. 319
Persistent link: https://www.econbiz.de/10007391027
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Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 18 (2002) 2, pp. 313-348
Persistent link: https://www.econbiz.de/10006974575
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ARTICLES - 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/10006983609
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ARTICLES - 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/10006989825
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The role of the log transformation in forecasting economic variables
Lütkepohl, Helmut; Xu, Fang - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 619-639
Persistent link: https://www.econbiz.de/10009978092
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Forecasting contemporaneous aggregates with stochastic aggregation weights
Brüggemann, Ralf; Lütkepohl, Helmut - In: International journal of forecasting 29 (2013) 1, pp. 60-68
Persistent link: https://www.econbiz.de/10010053970
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Does the Box–Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso; Lütkepohl, Helmut - In: International journal of forecasting 29 (2013) 1, pp. 88-99
Persistent link: https://www.econbiz.de/10010053973
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Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
Lütkepohl, Helmut - In: Jahrbücher für Nationalökonomie und Statistik 231 (2011) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10009000075
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Forecasting levels of log variables in vector autoregressions
Bårdsen, Gunnar; Lütkepohl, Helmut - In: International journal of forecasting 27 (2011) 4, pp. 1108-1116
Persistent link: https://www.econbiz.de/10009290383
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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-516
Persistent link: https://www.econbiz.de/10008883853