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DateTitle Authors
2014 Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via HeteroskedasticityLuetkepohl, Helmut / Velinov, Anton
2014 Confidence Bands for Impulse Responses: Bonferroni versus WaldLuetkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter
2006 Structural vector autoregressions with nonnormal residualsLanne, Markku / Lütkepohl, Helmut
2010 Forecasting nonlinear aggregates and aggregates with time-varying weightsLuetkepohl, Helmut
2004 Model Selection, Forecasting and Monthly Seasonality of Hotel Nights in DenmarkSørensen, Nils Karl
2015 Structural vector autoregressions with heteroskedasticity: A comparison of different volatility modelsLütkepohl, Helmut / Netšunajev, Aleksei
2012 Fundamental problems with nonfundamental shocksLütkepohl, Helmut
2012 Reducing confidence bands for simulated impulse responsesLütkepohl, Helmut
2015 Structural vector autoregressions with heteroskedasticity: A comparison of different volatility modelsLütkepohl, Helmut / Netšunajev, Aleksei
2013 Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter

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