フォロー
Helmut Lütkepohl
Helmut Lütkepohl
DIW, Freie Universitaet Berlin
確認したメール アドレス: diw.de - ホームページ
タイトル
引用先
引用先
The theory and practice of econometrics
GG Judge, WE Griffiths, RC Hill, H Lütkepohl, TC Lee
John Wiley & Sons, 1991
136881991
New introduction to multiple time series analysis
H Lütkepohl
Springer Science & Business Media, 2005
93262005
Introduction to multiple time series analysis
H Lütkepohl
Springer Science & Business Media, 2013
48032013
Applied Time Series Econometrics
MK H Lütkepohl
22112004
Handbook of matrices.
H Lütkepohl
Computational Statistics and Data Analysis, 1996
18721996
Making Wald tests work for cointegrated VAR systems
JJ Dolado, H Lütkepohl
Econometric reviews 15 (4), 369-386, 1996
12491996
Structural vector autoregressive analysis
L Kilian, H Lütkepohl
Cambridge University Press, 2017
12412017
Non-causality due to omitted variables
H Lütkepohl
Journal of econometrics 19 (2-3), 367-378, 1982
7381982
Impulse response analysis of cointegrated systems
H Lütkepohl, HE Reimers
Journal of economic dynamics and control 16 (1), 53-78, 1992
6571992
Vector autoregressive models
H Lütkepohl
Handbook of research methods and applications in empirical macroeconomics …, 2013
5242013
Comparison of criteria for estimating the order of a vector autoregressive process
H Lütkepohl
Journal of time series analysis 6 (1), 35-52, 1985
5131985
Testing for a unit root in a time series with a level shift at unknown time
P Saikkonen, H Lütkepohl
Econometric theory 18 (2), 313-348, 2002
4452002
Comparison of unit root tests for time series with level shifts
M Lanne, H Lütkepohl, P Saikkonen
Journal of time series analysis 23 (6), 667-685, 2002
4312002
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
H Lüutkepohl, P Saikkonen, C Trenkler
The Econometrics Journal 4 (2), 287-310, 2001
4092001
Structural vector autoregressive analysis for cointegrated variables
H Lütkepohl
Allgemeines Statistisches Archiv 90, 75-88, 2006
3862006
Testing for the cointegrating rank of a VAR process with structural shifts
P Saikkonen, H Lütkepohl
Journal of business & economic statistics 18 (4), 451-464, 2000
3842000
Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
H Lütkepohl
The review of economics and statistics, 116-125, 1990
3611990
Structural vector autoregressive modeling and impulse responses
J Breitung, R Brüggemann, H Lütkepohl
Cambridge University Press, 2004
3172004
Vector autoregressive and vector error correction models
H Lütkepohl
Cambridge University Press, 2004
3002004
The role of the log transformation in forecasting economic variables
H Lütkepohl, F Xu
Empirical Economics 42, 619-638, 2012
2902012
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