BibSonomy :: author  :: Lutkepohl ::

bookmarks

publications

(2)

• A lag augmentation test for the cointegrating rank of a VAR process
  Helmut Lutkepohl and Pentti Saikkonen Economics Letters 63 23--27 (1999)
  to Vector autoregressive process by smicha on 2008-04-21 22:09:52
  | URL | BibTeX  
• Analysis of cointegrated VARMA processes
  Helmut Lutkepohl and Holger Claessen Journal of Econometrics 80 223--239 (1997)
  to Vector autoregressive average moving process by smicha on 2008-04-21 22:02:42
  | URL | BibTeX