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Helmut Lütkepohl

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First Name: Helmut
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Last Name: Lütkepohl
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RePEc Short-ID: plt2

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Works

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Working papers

  1. Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute. [Downloadable!]

  2. Elena Argentese & Helmut Luetkepohl & Massimo Motta, 2006. "Acquisition of information and share prices: An empirical investigation of cognitive dissonance," Economics Working Papers ECO2006/32, European University Institute. [Downloadable!]
    Other versions:

  3. Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," SFB 649 Discussion Papers SFB649DP2006-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Other versions:

  4. Markku Lanne & Helmut Lütkepohl, 2006. "Identifying Monetary Policy Shocks via Changes in Volatility," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
    Other versions:

  5. Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2006. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," SFB 649 Discussion Papers SFB649DP2006-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Other versions:
    Published as:

  6. Helmut Luetkepohl, 2005. "Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models," Economics Working Papers ECO2005/15, European University Institute. [Downloadable!]

  7. Markku Lanne & Helmut Luetkepohl, 2005. "Structural Vector Autoregressions with Nonnormal Residuals," Economics Working Papers ECO2005/25, European University Institute. [Downloadable!]
    Other versions:

  8. Helmut Luetkepohl, 2005. "Structural Vector Autoregressive Analysis for Cointegrated Variables," Economics Working Papers ECO2005/02, European University Institute. [Downloadable!]
    Published as:

  9. Ralf Brueggemann & Helmut Luetkepohl, 2005. "Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe," Economics Working Papers ECO2005/08, European University Institute. [Downloadable!]
    Other versions:

  10. Helmut LÜTKEPOHL, 2004. "Recent Advances in Cointegration Analysis," Economics Working Papers ECO2004/12, European University Institute. [Downloadable!]

  11. Helmut Luetkepohl, 2004. "Forecasting with VARMA Models," Economics Working Papers ECO2004/25, European University Institute. [Downloadable!]
    Published as:

  12. Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER, 2004. "Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift," Economics Working Papers ECO2004/21, European University Institute. [Downloadable!]

  13. Ralf Brueggemann & Helmut Luetkepohl, 2004. "A Small Monetary System for the Euro Area Based on German Data," Economics Working Papers ECO2004/24, European University Institute. [Downloadable!]
    Published as:

  14. Ralf BRUEGGEMANN & Helmut LUETKEPOHL, 2004. "Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative," Economics Working Papers ECO2004/20, European University Institute. [Downloadable!]
    Published as:

  15. Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004. "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers ECO2004/08, European University Institute. [Downloadable!]
    Published as:

  16. Ralf BRUEGGEMANN & Hans-Martin KROLZIG & Helmut LUETKEPOHL, 2002. "Comparison of Model Reduction Methods for VAR Processes," Economics Working Papers ECO2002/19, European University Institute. [Downloadable!]
    Other versions:

  17. Helmut Luetkepohl & Pentti Saikkonen & Carsten Trenkler, 2000. "Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift," Econometric Society World Congress 2000 Contributed Papers 0364, Econometric Society. [Downloadable!]
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    Published as:

  18. Ralf Brueggemann & Helmut Leutkepohl, 2000. "Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System," Econometric Society World Congress 2000 Contributed Papers 0821, Econometric Society. [Downloadable!]
    Other versions:

  19. Helmut Luetkepohl & Pentti Saikkonen, 2000. "Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time," Econometric Society World Congress 2000 Contributed Papers 0342, Econometric Society. [Downloadable!]
    Other versions:

  20. Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 1999. "Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems," CEPR Discussion Papers 2208, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  21. Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996. "Modelling the Demand for M3 in the unified Germany," Working Paper Series in Economics and Finance 113, Stockholm School of Economics.
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    Published as:

  22. Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," Working Paper Series in Economics and Finance 64, Stockholm School of Economics.
    Other versions:
    Published as:

  23. Dolado, J.J. & Lutkepohl, H., 1994. "Making Wald Tests Work for Cointegrated Var Systems," Papers 9424, Centro de Estudios Monetarios Y Financieros-.
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    Published as:

  24. P. Saikkonen & H. Lütkepohl, . "Testing for the Cointegrating Rank of a VAR Process with an Intercept," Sonderforschungsbereich 373 1998-51, Humboldt Universitaet Berlin.

  25. H. Lütkepohl & C. Müller & P. Saikkonen, . "Unit Root Tests for Time Series with a Structural Break When the Break Point is Known," Sonderforschungsbereich 373 1999-33, Humboldt Universitaet Berlin.

  26. Lutkepohl, Helmut, . "Lutkepohl," Instructional Stata datasets for econometrics lutkepohl, Boston College Department of Economics. [Downloadable!]

  27. M. Lanne & H. Lütkepohl & P. Saikkonen, . "Unit Root Tests in the Presence of Innovational Outliers," Sonderforschungsbereich 373 2001-82, Humboldt Universitaet Berlin.

  28. H. Bartel & H. Lütkepohl, . "Estimating the Kronecker Indices of Cointegrated Echelon Form VARMA Models," Sonderforschungsbereich 373 1997-2, Humboldt Universitaet Berlin.
    Published as:

  29. P. Saikkonen & H. Lütkepohl, . "Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process," Sonderforschungsbereich 373 1997-58, Humboldt Universitaet Berlin.

  30. M. Lanne & H. Lütkepohl, . "Unit Root Tests for Time Series with Level Shifts: A Comparison of Different Proposals," Sonderforschungsbereich 373 2001-5, Humboldt Universitaet Berlin.
    Published as:

  31. M. Lanne & H. Lütkepohl & P. Saikkonen, . "Comparison of Unit Root Tests for Time Series with Level Shifts," Sonderforschungsbereich 373 1999-88, Humboldt Universitaet Berlin.

  32. H. Lütkepohl, . "Vector Autoregressive Analysis," Sonderforschungsbereich 373 1999-31, Humboldt Universitaet Berlin.

  33. H. Lütkepohl & P. Saikkonen, . "Testing for the Cointegrating Rank of a VAR Process with a Time Trend," Sonderforschungsbereich 373 1997-79, Humboldt Universitaet Berlin.
    Published as:

  34. H. -M. Krolzig & H. L"Utkepohl, . "Konjunkturanalyse mit Markov-Regimewechselmodellen," Sonderforschungsbereich 373 1995-19, Humboldt Universitaet Berlin.

  35. A. Benkwitz & H. Lütkepohl & M. Neumann, . "Problems Related to Bootstrapping Impulse Responses of Autoregressive Processes," Sonderforschungsbereich 373 1997-85, Humboldt Universitaet Berlin.

  36. H. Lütkepohl & P. Saikkonen, . "Order Selection in Testing for the Cointegration Rank of a VAR Process," Sonderforschungsbereich 373 1997-93, Humboldt Universitaet Berlin.

  37. H. L"Utkepohl & P. Saikkonen, . "Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes," Sonderforschungsbereich 373 1995-11, Humboldt Universitaet Berlin.
    Published as:

  38. Helmut LUETKEPOHL & Petti SAIKKONON, . "Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference," Sonderforschungsbereich 373 1994-5, Humboldt Universitaet Berlin.

  39. P. Saikkonen & H. L"Utkepohl, . "Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes," Sonderforschungsbereich 373 1995-66, Humboldt Universitaet Berlin.

  40. H. Lütkepohl & P. Saikkonen & C. Trenkler, . "Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time," Sonderforschungsbereich 373 2001-63, Humboldt Universitaet Berlin.
    Published as:

  41. Helmut LUETKEPOHL & Maike MUELLER, . "Testing for Multi-Step Causality in Time Series," Sonderforschungsbereich 373 1994-3, Humboldt Universitaet Berlin.

  42. Helmut LUETKEPOHL & Martin MORYSON & Jürgen WOLTERS, . "Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung vari- ierender Regressionskoeffizienten," Sonderforschungsbereich 373 1994-1, Humboldt Universitaet Berlin.

  43. Helmut Luetkepohl, . "Problems Related to Testing for Granger-Causality in VARMA Processes," Sonderforschungsbereich 373 1994-9, Humboldt Universitaet Berlin.

  44. H. L"Utkepohl & J. Breitung, . "Impulse Response Analysis of Vector Autoregressive Processes," Sonderforschungsbereich 373 1996-86, Humboldt Universitaet Berlin.

  45. H. L"Utkepohl & R. Tschernig, . "Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate," Sonderforschungsbereich 373 1995-51, Humboldt Universitaet Berlin.

  46. P. Saikkonen & H. Lütkepohl, . "Testing for the Cointegrating Rank of a VAR Process with Structural Shifts," Sonderforschungsbereich 373 1998-82, Humboldt Universitaet Berlin.
    Published as:

  47. H. L"Utkepohl, . "Statistische Modellierung von Volatilit"aten," Sonderforschungsbereich 373 1996-70, Humboldt Universitaet Berlin.

  48. W. H"Ardle & H. L"Utkepohl & R. Chen, . "A Review of Nonparametric Time Series Analysis," Sonderforschungsbereich 373 1996-48, Humboldt Universitaet Berlin.

  49. H. Lütkepohl & P. Saikkonen & C. Trenkler, . "Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process," Sonderforschungsbereich 373 2000-83, Humboldt Universitaet Berlin.
    Published as:

  50. B. Candelon & H. Lütkepohl, . "On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models," Sonderforschungsbereich 373 2000-95, Humboldt Universitaet Berlin.
    Published as:

  51. H. Lütkepohl, . "Vector Autoregressions," Sonderforschungsbereich 373 1999-4, Humboldt Universitaet Berlin.

  52. H. Lütkepohl & J. Wolters, . "The Transmission of German Monetary Policy in the Pre-Euro Period," Sonderforschungsbereich 373 2001-87, Humboldt Universitaet Berlin.
    Other versions:

  53. H. Lütkepohl, . "Bootstrapping Impulse Responses in VAR Analyses," Sonderforschungsbereich 373 2000-22, Humboldt Universitaet Berlin.

  54. Helmut LUETKEPOHL, . "Kointegration und gemeinsame Trends," Sonderforschungsbereich 373 1994-28, Humboldt Universitaet Berlin.

  55. M. Lanne & H. Lütkepohl & P. Saikkonen, . "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time," Sonderforschungsbereich 373 2001-39, Humboldt Universitaet Berlin.
    Published as:

  56. H. Herwartz & H. Lütkepohl, . "Multivariate Volatility Analysis of VW Stock Prices," Sonderforschungsbereich 373 1998-32, Humboldt Universitaet Berlin.

  57. P. Saikkonen & H. Lütkepohl, . "Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process," Sonderforschungsbereich 373 1997-84, Humboldt Universitaet Berlin.

  58. K. Hubrich & H. Lütkepohl & P. Saikkonen, . "A Review of Systems Cointegration Tests," Sonderforschungsbereich 373 1998-101, Humboldt Universitaet Berlin.
    Published as:

  59. P. Saikkonen & H. Lütkepohl, . "Testing for Unit Roots in Time Series with Level Shifts," Sonderforschungsbereich 373 1999-27, Humboldt Universitaet Berlin.

  60. H. Lütkepohl & J. Wolters, . "A Money Demand System for M3 in the Unified Germany," Sonderforschungsbereich 373 1997-92, Humboldt Universitaet Berlin.

  61. H. Lütkepohl, . "Forecasting Cointegrated VARMA Processes," Sonderforschungsbereich 373 1999-68, Humboldt Universitaet Berlin.

  62. H. L"Utkepohl & D. S. Poskitt, . "Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model," Sonderforschungsbereich 373 1996-74, Humboldt Universitaet Berlin.

Articles

  1. Lutkepohl, Helmut, 2007. "General-to-specific or specific-to-general modelling? An opinion on current econometric terminology," Journal of Econometrics, Elsevier, vol. 127(1), pages 319-324, January. [Downloadable!] (restricted)

  2. Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti, 2006. "Residual autocorrelation testing for vector error correction models," Journal of Econometrics, Elsevier, vol. 127(2), pages 579-604, October. [Downloadable!] (restricted)
    Other versions:

  3. Helmut Lütkepohl & Ralf Brüggemann, 2006. "A small monetary system for the euro area based on German data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 683-702. [Downloadable!]
    Other versions:

  4. Helmut Lütkepohl, 2006. "Structural vector autoregressive analysis for cointegrated variables," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 75-88, March. [Downloadable!] (restricted)
    Other versions:

  5. Ralf Brüggemann & Helmut Lütkepohl, 2005. "Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 673-690, October. [Downloadable!] (restricted)
    Other versions:

  6. Lucke, Bernd & Lutkepohl, Helmut, 2004. "On unit root tests in the presence of transitional growth," Economics Letters, Elsevier, vol. 84(3), pages 323-327, September. [Downloadable!] (restricted)

  7. Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2004. "Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time," Econometrica, Econometric Society, vol. 72(2), pages 647-662, 03. [Downloadable!] (restricted)
    Other versions:

  8. Lutkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2003. "Comparison of tests for the cointegrating rank of a VAR process with a structural shift," Journal of Econometrics, Elsevier, vol. 113(2), pages 201-229, April. [Downloadable!] (restricted)
    Other versions:

  9. Markku Lanne & Helmut Lutkepohl & Pentti Saikkonen, 2003. "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 91-115, February. [Downloadable!] (restricted)
    Other versions:

  10. Lanne, Markku & Lutkepohl, Helmut, 2002. "Unit root tests for time series with level shifts: a comparison of different proposals," Economics Letters, Elsevier, vol. 75(1), pages 109-114, March. [Downloadable!] (restricted)
    Other versions:

  11. Candelon, Bertrand & Lutkepohl, Helmut, 2001. "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, vol. 73(2), pages 155-160, November. [Downloadable!] (restricted)
    Other versions:

  12. Kirstin Hubrich & Helmut Lütkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor and Francis Journals, vol. 20(3), pages 247-318. [Downloadable!] (restricted)
    Other versions:

  13. Helmut Lütkepohl, 2001. "Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.-7. April 2000 im Schloss Rauischholzhausen," Perspektiven der Wirtschaftspolitik, Blackwell Publishing, vol. 2(1), pages 105-108, 02. [Downloadable!] (restricted)

  14. Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2001. "Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 8.
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  15. Helmut Lütkepohl, 2001. "Bericht über die Sitzung des Ausschusses für Ökonometrie vom 14. bis 16. März 2001 im Schloss Rauischholzhausen," Perspektiven der Wirtschaftspolitik, Blackwell Publishing, vol. 2(3), pages 343-345, 08. [Downloadable!] (restricted)

  16. Lutkepohl, Helmut, 2001. "Comment on essays on current state and future challenges of econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 81-82, January. [Downloadable!] (restricted)

  17. Saikkonen, Pentti & Lutkepohl, Helmut, 2000. "Testing for the Cointegrating Rank of a VAR Process with Structural Shifts," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(4), pages 451-64, October.
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  18. Lutkepohl, Helmut & Saikkonen, Pentti, 2000. "Testing for the cointegrating rank of a VAR process with a time trend," Journal of Econometrics, Elsevier, vol. 95(1), pages 177-198, March. [Downloadable!] (restricted)
    Other versions:

  19. Lutkepohl, Helmut & Saikkonen, Pentti, 1999. "A lag augmentation test for the cointegrating rank of a VAR process," Economics Letters, Elsevier, vol. 63(1), pages 23-27, April. [Downloadable!] (restricted)

  20. Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999. "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 511-25, Sept.-Oct. [Downloadable!]
    Other versions:

  21. JØrgen Wolters & Helmut LØtkepohl, 1998. "A money demand system for German M3," Empirical Economics, Springer, vol. 23(3), pages 371-386. [Downloadable!] (restricted)

  22. Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998. "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 399-409, August. [Downloadable!] (restricted)
    Other versions:

  23. Holger Bartel & Helmut Lutkepohl, 1998. "Estimating the Kronecker indices of cointegrated echelon-form VARMA models," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C76-C99.
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  24. JØrgen Wolters & Helmut LØtkepohl, 1998. "Money demand in Europe: Editors' preface," Empirical Economics, Springer, vol. 23(3), pages 263-266. [Downloadable!] (restricted)

  25. Lutkepohl, Helmut, 1997. "Nonparametric dynamic modelling," Journal of Econometrics, Elsevier, vol. 81(1), pages 1-5, November. [Downloadable!] (restricted)

  26. Lutkepohl, Helmut & Claessen, Holger, 1997. "Analysis of cointegrated VARMA processes," Journal of Econometrics, Elsevier, vol. 80(2), pages 223-239, October. [Downloadable!] (restricted)

  27. Lutkepohl, Helmut & Burda, Maike M., 1997. "Modified Wald tests under nonregular conditions," Journal of Econometrics, Elsevier, vol. 78(2), pages 315-332, June. [Downloadable!] (restricted)

  28. Lutkepohl, Helmut & Saikkonen, Pentti, 1997. "Impulse response analysis in infinite order cointegrated vector autoregressive processes," Journal of Econometrics, Elsevier, vol. 81(1), pages 127-157, November. [Downloadable!] (restricted)
    Other versions:

  29. Lutkepohl, Helmut & Herwartz, Helmut, 1996. "Specification of varying coefficient time series models via generalized flexible least squares," Journal of Econometrics, Elsevier, vol. 70(1), pages 261-290, January. [Downloadable!] (restricted)

  30. Lutkepohl, Helmut & Poskitt, D S, 1996. "Specification of Echelon-Form VARMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 69-79, January.

  31. H. Heyer & K. Elworthy & N. Cressie & R. Williams & H. Büning & R. Schassberger & H. Lütkepohl, 1995. "Book reviews," Metrika, Springer, vol. 42(1), pages 139-148, December. [Downloadable!] (restricted)

  32. Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992. "Impulse response analysis of cointegrated systems," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 53-78, January. [Downloadable!] (restricted)

  33. Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992. "Granger-causality in cointegrated VAR processes The case of the term structure," Economics Letters, Elsevier, vol. 40(3), pages 263-268, November. [Downloadable!] (restricted)

  34. Lutkepohl, Helmut, 1990. "Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 116-25, February. [Downloadable!] (restricted)

  35. Lutkepohl, H, 1989. "The Stability Assumption in Tests of Causality between Money and Income," Empirical Economics, Springer, vol. 14(2), pages 139-50.

  36. Lutkepohl, Helmut, 1989. "A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals," Journal of Econometrics, Elsevier, vol. 42(3), pages 371-376, November. [Downloadable!] (restricted)

  37. Lutkepohl, Helmut, 1989. "Prediction Tests for Structural Stability of Multiple Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 129-35, January.

  38. Lutkepohl, Helmut, 1988. "Prediction tests for structural stability," Journal of Econometrics, Elsevier, vol. 39(3), pages 267-296, November. [Downloadable!] (restricted)

  39. Lutkepohl, Helmut, 1986. "Forecasting Vector ARMA Processes with Systematically Missing Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(3), pages 375-90, July.

  40. Lutkepohl, Helmut, 1985. "The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions," Economics Letters, Elsevier, vol. 17(1-2), pages 103-106. [Downloadable!] (restricted)

  41. Lutkepohl, Helmut, 1984. "Linear aggregation of vector autoregressive moving average processes," Economics Letters, Elsevier, vol. 14(4), pages 345-350. [Downloadable!] (restricted)

  42. Lutkepohl, Helmut, 1984. "Linear transformations of vector ARMA processes," Journal of Econometrics, Elsevier, vol. 26(3), pages 283-293, December. [Downloadable!] (restricted)

  43. Lutkepohl, Helmut, 1984. "Forecasting Contemporaneously Aggregated Vector ARMA Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(3), pages 201-14, July.

  44. Lutkepohl, Helmut, 1984. "The Optimality of Rational Distributed Lags: A Comment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 503-06, June. [Downloadable!] (restricted)

  45. Lutkepohl, Helmut, 1983. "Non-linear least squares estimation under non-linear equality constraints," Economics Letters, Elsevier, vol. 13(2-3), pages 191-196. [Downloadable!] (restricted)

  46. Lutkepohl, Helmut, 1982. "Non-causality due to omitted variables," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 367-378, August. [Downloadable!] (restricted)

  47. Lutkepohl, Helmut, 1981. "A model for non-negative and non-positive distributed lag functions," Journal of Econometrics, Elsevier, vol. 16(2), pages 211-219, June. [Downloadable!] (restricted)

  48. RePEc:cup:macdyn:v:5:y:2001:i:1:p:81-100 is not listed on IDEAS

  49. RePEc:cup:etheor:v:7:y:1991:i:4:p:487-96 is not listed on IDEAS

  50. RePEc:cup:etheor:v:12:y:1996:i:1:p:61-87 is not listed on IDEAS

  51. RePEc:cup:etheor:v:12:y:1996:i:5:p:814-44 is not listed on IDEAS

  52. RePEc:cup:macdyn:v:7:y:2003:i:5:p:711-33 is not listed on IDEAS

Chapters

  1. Lutkepohl, Helmut, 2006. "Forecasting with VARMA Models," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)
    Other versions:

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-02-12
  2. NEP-CBA: Central Banking (2) 2006-08-05 2006-09-11
  3. NEP-CBE: Cognitive & Behavioural Economics (1) 2007-01-28
  4. NEP-COM: Industrial Competition (1) 2006-02-12
  5. NEP-ECM: Econometrics (15) 2001-09-10 2001-09-10 2001-10-09 2003-03-11 2003-05-15 2004-02-08 2004-04-11 2004-06-27 2004-06-27 2005-08-13 2005-08-13 2006-02-12 2006-09-23 2006-11-18 2007-07-07 Author is listed
  6. NEP-EEC: European Economics (4) 2005-08-13 2005-10-29 2006-09-23 2006-11-18
  7. NEP-ETS: Econometric Time Series (17) 2001-09-10 2001-09-10 2001-10-09 2003-03-03 2003-04-27 2004-02-08 2004-04-11 2004-06-27 2004-06-27 2005-08-13 2005-08-13 2006-02-12 2006-04-08 2006-09-11 2006-09-23 2006-11-18 2007-07-07 Author is listed
  8. NEP-FMK: Financial Markets (3) 2005-08-13 2005-08-13 2005-10-29
  9. NEP-FOR: Forecasting (4) 2005-08-13 2006-09-23 2006-11-18 2007-07-07
  10. NEP-IFN: International Finance (1) 2005-10-29
  11. NEP-MAC: Macroeconomics (5) 2005-08-13 2005-10-29 2006-02-12 2006-08-05 2006-09-11 Author is listed
  12. NEP-MON: Monetary Economics (5) 2005-08-13 2005-08-13 2005-10-29 2006-08-05 2006-09-11 Author is listed
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This page was last updated on 2008-7-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.