Browsing All of EconStor by Author Lütkepohl, Helmut

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Year of Publication	Title	Author(s)
1995	Stabilitätsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansätze zur Modellierung variierender Regressionskoeffizienten	Lütkepohl, Helmut; Moryson, Martin; Wolters, Jürgen
1997	Estimating the Kronecker indices of cointegrated echelon form VARMA models	Bartel, Holger; Lütkepohl, Helmut
1997	Order selection in testing for the cointegrating rank of a VAR process	Lütkepohl, Helmut; Saikkonen, Pentti
1997	Local power of likelihood ratio tests for the cointegrating rank of a VAR process	Saikkonen, Pentti; Lütkepohl, Helmut
1997	Trend adjustment prior to testing for the cointegrating rank of a VAR process	Saikkonen, Pentti; Lütkepohl, Helmut
1997	A money demand system for M3 in the unified Germany	Lütkepohl, Helmut; Wolters, Jürgen
1997	Problems related to bootstrapping impulse responses of autoregressive processes	Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H.
1998	A review of systemscointegration tests	Hubrich, Kirstin; Lütkepohl, Helmut; Saikkonen, Pentti
1998	Testing for the cointegrating rank of a VAR process with an intercept	Saikkonen, Pentti; Lütkepohl, Helmut
1999	Vector autoregressive analysis	Lütkepohl, Helmut
1999	Forecasting cointegrated VARMA processes	Lütkepohl, Helmut
1999	Unit root tests for time series with a structural break: When the break point is known	Lütkepohl, Helmut; Müller, Christian; Saikkonen, Pentti
1999	Vector autoregressions	Lütkepohl, Helmut
1999	Testing for unit roots in time series with level shifts	Saikkonen, Pentti; Lütkepohl, Helmut
1999	Comparison of bootstrap confidence intervals for impulse responses of German monetary systems	Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen
1999	Testing for a unit root in a time series with a level shift at unknown time	Saikkonen, Pentti; Lütkepohl, Helmut
1999	Comparison of unit root tests for time series with level shifts	Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2000	Lag selection in subset VAR models with an application to a US monetary system	Brüggemann, Ralf; Lütkepohl, Helmut
2000	Bootstrapping impulse responses in VAR analyses	Lütkepohl, Helmut
2000	Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process	Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten

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