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Browsing ECO Contributions to Books by Author "LUETKEPOHL, Helmut"

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Title: Variance Decomposition Author(s): LUETKEPOHL, Helmut Date: 2008-01-01 Type of Publication: Contribution to book
Title: Impulse Response Function Author(s): LUETKEPOHL, Helmut Date: 2008-01-01 Type of Publication: Contribution to book Abstract: Impulse response functions are useful for studying the interactions between variables in a vector autoregressive model. They represent the reactions of the variables to shocks hitting the system. It is often not clear, ...
Title: Univariate Time Series Analysis Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Contribution to book
Title: Vector Autoregressive and Vector Error Correction Models Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Contribution to book
Title: Recent Advances in Cointegration Analysis Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Contribution to book
Title: Initial Tasks and Overview Author(s): LUETKEPOHL, Helmut Date: 2004 Type of Publication: Contribution to book
Title: Structural Vector Autoregressive Modeling and Impulse Responses Author(s): BREITUNG, Jorg; BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut Date: 2004 Type of Publication: Contribution to book
Title: Korreferat zum Referat J. Wolters Author(s): LUETKEPOHL, Helmut Date: 2003 Type of Publication: Contribution to book
Title: Unit Root Tests in the Presence of Innovational Outliers Author(s): LANNE, Markku; LUETKEPOHL, Helmut; SAIKKONEN, Pentti Date: 2002 Type of Publication: Contribution to book
Title: Forecasting Cointegrated VARMA Processes Author(s): LUETKEPOHL, Helmut Date: 2002 Type of Publication: Contribution to book

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