Author/Creator: Lütkepohl, Helmut - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Lütkepohl, Helmut

1. Choosing Between Different Time‐Varying Volatility Models for Structural Vector Autoregressive Analysis. (6th April 2018)

Authors:: Lütkepohl, Helmut; Schlaak, Thore
Journal:: Oxford bulletin of economics and statistics
Issue:: Volume 80:Number 4(2018)
Page Start:: 715
Record Type:: Journal Article
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2. Choosing Between Different Time‐Varying Volatility Models for Structural Vector Autoregressive Analysis1. (6th April 2018)

Authors:: Lütkepohl, Helmut; Schlaak, Thore
Journal:: Oxford bulletin of economics and statistics
Issue:: Volume 80:Number 4(2018)
Page Start:: 715
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

3. Confidence Bands for Impulse Responses: Bonferroni vs. Wald1. (8th September 2015)

Authors:: Lütkepohl, Helmut; Staszewska‐Bystrova, Anna; Winker, Peter
Journal:: Oxford bulletin of economics and statistics
Issue:: Volume 77:Number 6(2015:Dec.)
Page Start:: 800
Record Type:: Journal Article
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4. DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS. (28th May 2013)

Authors:: Lütkepohl, Helmut; NetŠunajev, Aleksei
Journal:: Journal of applied econometrics
Issue:: Volume 29:Number 3(2014)
Page Start:: 479
Record Type:: Journal Article
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5. Heteroscedastic Proxy Vector Autoregressions. Issue 3 (16th June 2022)

Authors:: Lütkepohl, Helmut; Schlaak, Thore
Journal:: Journal of business & economic statistics
Issue:: Volume 40:Issue 3(2022)
Page Start:: 1268
Record Type:: Journal Article
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6. STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG‐RUN RESTRICTIONS VIA HETEROSKEDASTICITY. (5th December 2014)

Authors:: Lütkepohl, Helmut; Velinov, Anton
Journal:: Journal of economic surveys
Issue:: Volume 30:Number 2(2016:Apr.)
Page Start:: 377
Record Type:: Journal Article
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7. Testing identification via heteroskedasticity in structural vector autoregressive models. Issue 1 (15th April 2020)

Authors:: Lütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; Saikkonen, Pentti
Journal:: Econometrics journal
Issue:: Volume 24:Issue 1(2021)
Page Start:: 1
Record Type:: Journal Article
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