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• Helmut Lütkepohl

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 80 (1997)
Issue (Month): 2 (October)
Pages: 223-239
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Handle: RePEc:eee:econom:v:80:y:1997:i:2:p:223-239

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Helmut LÜTKEPOHL, 2004. "Recent Advances in Cointegration Analysis," Economics Working Papers ECO2004/12, European University Institute. [Downloadable!]
2. Jean-Marie Dufour & Tarek Jouini, 2005. "Asymptotic distribution of a simple linear estimator for VARMA models in echelon form," CIRANO Working Papers 2005s-06, CIRANO. [Downloadable!]
   Other versions:
   • DUFOUR, Jean-Marie & TAREK, Jouini, 2005. "Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form," Cahiers de recherche 2005-09, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
3. Helmut Luetkepohl, 2004. "Forecasting with VARMA Models," Economics Working Papers ECO2004/25, European University Institute. [Downloadable!]
   Other versions:
   • Lutkepohl, Helmut, 2006. "Forecasting with VARMA Models," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)
4. H. Lütkepohl, . "Forecasting Cointegrated VARMA Processes," Sonderforschungsbereich 373 1999-68, Humboldt Universitaet Berlin.
5. George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007. "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers 10/07, Monash University, Department of Econometrics and Business Statistics, revised May 2009. [Downloadable!]
6. Peter Hansen, 2002. "Generalized Reduced Rank Regression," Working Papers 2002-02, Brown University, Department of Economics. [Downloadable!]
7. D. S. Poskitt, 2004. "On The Identification and Estimation of Partially Nonstationary ARMAX Systems," Monash Econometrics and Business Statistics Working Papers 20/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

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