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Applied time series econometrics

, and (Eds.) Themes in modern econometrics Cambridge Univ. Press, Cambridge u.a., (2004)

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Introduction to multiple time series analysis. Springer, Berlin, Second edition, (1993)Book reviews, , , , and . Statistics, 28 (1): 83--83 (1996)Handbook of Economic Forecasting. Volume 1, chapter Chapter 6 Forecasting with VARMA Models, page 287--325. Elsevier, (2006)Impulse response analysis of cointegrated systems, and . Journal of Economic Dynamics and Control, 16 (1): 53--78 (January 1992)Forecasting aggregated vector ARMA processes. Lecture notes in economics and mathematical systems Springer, Berlin u.a., (1987)New introduction to multiple time series analysis. Springer, Berlin, (2005)The transmission of German monetary policy in the pre-Euro period, and . CESifo working paper series Univ., Center for Economic Studies, Munich, (2001)Vector Autoregressive Models.. International Encyclopedia of Statistical Science, Springer, (2011)Prognose aggregierter Zeitreihen. Studien zur angewandten Wirtschaftsforschung und Statistik aus dem Institut für Statistik und Ökonometrie der Universität Hamburg Vandenhoeck & Ruprecht, Göttingen, (1986)Testing for nonzero impulse responses in vector autoregressive processes. Journal of Statistical Planning and Inference, 50 (1): 1--20 (Feb 15, 1996)