Browsing All of EconStor by Author Lütkepohl, Helmut

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Year of PublicationTitleAuthor(s)
1997 Problems related to bootstrapping impulse responses of autoregressive processesBenkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H.
1997 Local power of likelihood ratio tests for the cointegrating rank of a VAR processSaikkonen, Pentti; Lütkepohl, Helmut
1997 Estimating the Kronecker indices of cointegrated echelon form VARMA modelsBartel, Holger; Lütkepohl, Helmut
1997 A money demand system for M3 in the unified GermanyLütkepohl, Helmut; Wolters, Jürgen
1997 Order selection in testing for the cointegrating rank of a VAR processLütkepohl, Helmut; Saikkonen, Pentti
1997 Trend adjustment prior to testing for the cointegrating rank of a VAR processSaikkonen, Pentti; Lütkepohl, Helmut
1998 A review of systemscointegration testsHubrich, Kirstin; Lütkepohl, Helmut; Saikkonen, Pentti
1998 Testing for the cointegrating rank of a VAR process with an interceptSaikkonen, Pentti; Lütkepohl, Helmut
1999 Testing for a unit root in a time series with a level shift at unknown timeSaikkonen, Pentti; Lütkepohl, Helmut
1999 Comparison of unit root tests for time series with level shiftsLanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
1999 Comparison of bootstrap confidence intervals for impulse responses of German monetary systemsBenkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen
1999 Forecasting cointegrated VARMA processesLütkepohl, Helmut
1999 Vector autoregressive analysisLütkepohl, Helmut
1999 Vector autoregressionsLütkepohl, Helmut
1999 Testing for unit roots in time series with level shiftsSaikkonen, Pentti; Lütkepohl, Helmut
1999 Unit root tests for time series with a structural break: When the break point is knownLütkepohl, Helmut; Müller, Christian; Saikkonen, Pentti
2000 Lag selection in subset VAR models with an application to a US monetary systemBrüggemann, Ralf; Lütkepohl, Helmut
2000 Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR processLütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2000 Bootstrapping impulse responses in VAR analysesLütkepohl, Helmut
2000 Was there a regime change in the German monetary transmission mechanism in 1983?Candelon, Bertrand; Lütkepohl, Helmut