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Disambiguation of "Lutkepohl, Helmut"

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Impulse response analysis in infinite order cointegrated vector autoregressive processes

, and . Journal of Econometrics, 81 (1): 127--157 (November 1997)

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Helmut Lütkepohl

Anke Lütkepohl

Kai Lütkepohl

Helmut Pape

Helmut Meyer

 

Other publications of authors with the same name

Introduction to multiple time series analysis. Springer, Berlin, Second edition, (1993)Modified Wald tests under nonregular conditions, and . Journal of Econometrics, 78 (2): 315--332 (June 1997)A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals. Journal of Econometrics, 42 (3): 371--376 (November 1989)Book reviews, , , , and . Statistics, 28 (1): 83--83 (1996)On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models, and . Economics Letters, 73 (2): 155--160 (November 2001)Nonparametric dynamic modelling. Journal of Econometrics, 81 (1): 1--5 (November 1997)Specification of varying coefficient time series models via generalized flexible least squares, and . Journal of Econometrics, 70 (1): 261--290 (January 1996)Granger-causality in cointegrated VAR processes The case of the term structure, and . Economics Letters, 40 (3): 263--268 (November 1992)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)