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Humboldt-Universität zu Berlin
CASE - Center for Applied Statistics and Economics, Humboldt-Universität Berlin
Department für Agrarökonomie, Albrecht Daniel Thaer-Institut für Agrar- und Gartenbauwissenschaften, Humboldt-Universität Berlin
Department of Agricultural Economics and Social Sciences, Humboldt-Universität Berlin
DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", Humboldt-Universität Berlin
German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt-Universität Berlin
International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin
Sonderforschungsbereich 649: Ökonomisches Risiko, Humboldt-Universität Berlin
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Results 21-30 of 39.
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Year of Publication
Title
Author(s)
2013
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
2014
Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock market
Lütkepohl, Helmut
;
Netésunajev, Aleksei
2005
Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical results for the US and Europe
Brüggemann, Ralf
;
Lütkepohl, Helmut
1999
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
2001
Unit root tests in the presence of innovational outliers
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
1999
Unit root tests for time series with a structural break: When the break point is known
Lütkepohl, Helmut
;
Müller, Christian
;
Saikkonen, Pentti
1998
Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
2001
Unit root tests for time series with level shifts: A comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
2000
On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
1999
Vector autoregressions
Lütkepohl, Helmut
Author
16
Saikkonen, Pentti
4
Brüggemann, Ralf
4
Lanne, Markku
4
Trenkler, Carsten
3
Staszewska-Bystrova, Anna
3
Winker, Peter
3
Wolters, Jürgen
2
Benkwitz, Alexander
2
Candelon, Bertrand
1
Bartel, Holger
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