Helmut Lütkepohl

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william GriffithsUniversity of MelbourneVerified email at unimelb.edu.au
Markku LanneProfessor of Economics, University of HelsinkiVerified email at helsinki.fi
Ralf BrüggemannProfessor of Statistics and Econometrics, University of KonstanzVerified email at uni-konstanz.de
Carsten TrenklerUniversity of MannheimVerified email at uni-mannheim.de
Aleksei NetsunajevBank of EstoniaVerified email at fu-berlin.de
juan j doladoProfessor of Economics, EUIVerified email at eui.eu
Peter WinkerJustus-Liebig-University GiessenVerified email at peter-winker.de
D. S. PoskittProfessor of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Jörg BreitungUniversity of CologneVerified email at statistik.uni-koeln.de
Lutz KilianFederal Reserve Bank of DallasVerified email at dal.frb.org
Bertrand CandelonLouvain Finance - Université Catholique de Louvain and Maastricht UniversityVerified email at uclouvain.be
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsVerified email at hu-berlin.de
Rong ChenRong Chen, Professor of Statistics, Rutgers UniversityVerified email at stat.rutgers.edu
Katarzyna MaciejowskaWrocław University of Technology, PolandVerified email at pwr.wroc.pl
Hans-Martin KrolzigSchool of Economics, University of KentVerified email at kent.ac.uk
George MilunovichAssociate Professor - Department of Actuarial Studies and Business Analytics, Macquarie UniversityVerified email at mq.edu.au
Tommaso ProiettiUniversity of Rome Tor Vergata, Dipartimento di Economia e FinanzaVerified email at uniroma2.it
Elena ArgentesiDepartment of Economics, University of BolognaVerified email at unibo.it
Massimo MottaProfessor of Economics, ICREA-Universitat Pompeu Fabra and Barcelona GSEVerified email at upf.edu
Gunnar BårdsenProfessor of EconomicsVerified email at svt.ntnu.no

Helmut Lütkepohl

DIW, Freie Universitaet Berlin

Verified email at diw.de - Homepage

Oekonometrie


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
The theory and practice of econometrics GG Judge, WE Griffiths, RC Hill, H Lütkepohl, TC Lee John Wiley & Sons, 1991	13724	1991
New introduction to multiple time series analysis H Lütkepohl NY: Springer, 2005	9486	2005
Introduction to multiple time series analysis H Lütkepohl Springer Science & Business Media, 2013	4829	2013
Applied Time Series Econometrics MK H Lütkepohl	2234	2004
Handbook of matrices. H Lütkepohl Computational Statistics and Data Analysis, 1996	1877	1996
Structural vector autoregressive analysis L Kilian, H Lütkepohl Cambridge University Press, 2017	1284	2017
Making Wald tests work for cointegrated VAR systems JJ Dolado, H Lütkepohl Econometric reviews 15 (4), 369-386, 1996	1266	1996
Non-causality due to omitted variables H Lütkepohl Journal of econometrics 19 (2-3), 367-378, 1982	745	1982
Impulse response analysis of cointegrated systems H Lütkepohl, HE Reimers Journal of economic dynamics and control 16 (1), 53-78, 1992	663	1992
Vector autoregressive models H Lütkepohl Handbook of research methods and applications in empirical macroeconomics …, 2013	541	2013
Comparison of criteria for estimating the order of a vector autoregressive process H Lütkepohl Journal of time series analysis 6 (1), 35-52, 1985	516	1985
Testing for a unit root in a time series with a level shift at unknown time P Saikkonen, H Lütkepohl Econometric theory 18 (2), 313-348, 2002	448	2002
Comparison of unit root tests for time series with level shifts M Lanne, H Lütkepohl, P Saikkonen Journal of time series analysis 23 (6), 667-685, 2002	434	2002
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process H Lüutkepohl, P Saikkonen, C Trenkler The Econometrics Journal 4 (2), 287-310, 2001	413	2001
Structural vector autoregressive analysis for cointegrated variables H Lütkepohl Allgemeines Statistisches Archiv 90, 75-88, 2006	389	2006
Testing for the cointegrating rank of a VAR process with structural shifts P Saikkonen, H Lütkepohl Journal of business & economic statistics 18 (4), 451-464, 2000	384	2000
Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models H Lütkepohl The review of economics and statistics, 116-125, 1990	366	1990
Structural vector autoregressive modeling and impulse responses J Breitung, R Brüggemann, H Lütkepohl Cambridge University Press, 2004	318	2004
Vector autoregressive and vector error correction models H Lütkepohl Cambridge University Press, 2004	303	2004
The role of the log transformation in forecasting economic variables H Lütkepohl, F Xu Empirical Economics 42, 619-638, 2012	297	2012

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