Access Statistics for Helmut Lütkepohl

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Review of Nonparametric Time Series Analysis 0 0 0 111 0 1 1 499
A Small Monetary System for the Euro Area Based on German Data 0 0 2 136 0 2 7 389
A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks 1 2 6 156 1 3 11 293
A money demand system for M3 in the unified Germany 0 0 0 10 1 1 2 410
A review of systemscointegration tests 0 0 2 31 1 1 7 642
Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance 0 0 0 31 1 2 3 202
Acquisition of information and share prices: An empirical investigation of cognitive dissonance 0 0 0 58 1 2 4 242
Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes 0 0 0 25 0 0 0 181
Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity 1 2 15 86 3 6 50 90
Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH 1 2 9 44 4 6 30 42
Bootstrapping impulse responses in VAR analyses 1 3 8 266 3 5 21 657
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 1 331 1 1 4 739
Calculating Joint Bands for Impulse Response Functions using Highest Density Regions 0 0 0 14 0 1 4 16
Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions 0 0 0 35 0 1 7 31
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions 0 0 0 25 0 1 8 41
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions 0 0 2 12 0 2 9 25
Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis 1 2 8 85 1 4 23 83
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems 0 0 0 402 1 2 6 1,057
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions 0 0 3 55 0 0 7 111
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions 0 0 0 36 1 1 2 46
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions 0 0 2 79 0 1 9 135
Comparison of Model Reduction Methods for VAR Processes 0 0 2 337 0 1 7 892
Comparison of Model Reduction Methods for VAR Processes 0 0 2 195 1 1 4 381
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 0 0 1 535
Comparison of Unit Root Tests for Time Series with Level Shifts 0 0 1 4 0 0 4 17
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems 0 0 0 11 3 5 9 359
Comparison of model reduction methods for VAR processes 0 0 1 12 0 1 3 59
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 1 1 49 0 1 3 248
Comparison of unit root tests for time series with level shifts 0 0 0 116 3 12 13 666
Confidence Bands for Impulse Responses: Bonferroni versus Wald 0 0 0 16 0 2 7 66
Confidence Bands for Impulse Responses: Bonferroni versus Wald 0 0 2 56 1 2 13 61
Confidence Bands for Impulse Responses: Bonferroni versus Wald 1 1 4 52 1 4 13 108
Confidence Bands for Impulse Responses: Bonferroni versus Wald 0 0 0 16 2 3 9 50
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model 0 0 0 40 1 1 2 185
Consistent Specification of Cointegrated Autoregressive Moving-Average Systems 0 0 0 10 0 0 0 149
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review 1 1 39 39 2 2 26 26
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review 1 2 21 21 1 2 20 20
Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs 1 2 10 182 2 4 18 333
Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series? 0 1 2 45 0 1 7 104
Does the Box-Cox transformation help in forecasting macroeconomic time series? 0 0 0 126 0 0 3 175
Does the Box-Cox transformation help in forecasting macroeconomic time series? 0 0 0 17 2 2 6 83
Econometric Analysis with Vector Autoregressive Models 1 3 16 2,850 3 10 54 6,207
Estimating the Kronecker indices of cointegrated echelon form VARMA models 0 0 0 15 0 0 2 254
Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions 2 6 19 115 4 15 51 131
Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions 0 0 0 21 1 1 3 15
Forecasting Aggregated Time Series Variables: A Survey 0 0 3 331 2 2 9 585
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 2 163 1 3 10 193
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 1 39 1 1 5 134
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 2 54 0 1 5 186
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 53 0 3 5 290
Forecasting Levels of log Variables in Vector Autoregressions 1 1 1 81 1 2 5 131
Forecasting Levels of log Variables in Vector Autoregressions 1 2 3 106 1 2 7 227
Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights 0 1 3 53 1 3 9 147
Forecasting cointegrated VARMA processes 0 1 2 113 0 1 2 341
Forecasting with VARMA Models 0 0 0 746 2 6 15 1,598
Fundamental Problems with Nonfundamental Shocks 0 0 5 116 0 1 12 262
Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity 0 1 1 129 0 1 5 316
Identifying Monetary Policy Shocks via Changes in Volatility 0 0 0 195 0 0 1 403
Identifying Monetary Policy Shocks via Changes in Volatility 1 2 3 175 1 3 6 340
Identifying Structural Vector Autoregressions via Changes in Volatility 0 3 8 232 0 5 17 332
Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes 0 0 0 111 0 0 1 553
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 1 3 6 3,369
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 2 40 0 2 16 50
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 1 2 12 1 2 4 10
Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference 0 0 0 40 0 0 1 251
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 0 2 5 382
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 2 5 13 1,644
Kointegration und gemeinsame Trends 0 0 0 128 0 1 3 435
Konjunkturanalyse mit Markov-Regimewechselmodellen 0 0 0 0 0 2 7 154
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 4 442 0 1 9 805
Lag selection in subset VAR models with an application to a US monetary system 0 1 4 97 3 4 12 321
Local power of likelihood ratio tests for the cointegrating rank of a VAR process 0 0 0 5 1 1 1 136
Lutkepohl 0 1 16 701 1 13 57 2,549
Making Wald Tests Work for Cointegrated VAR Systems 0 0 0 0 0 3 4 4
Making Wald Tests Work for Cointegrated Var Systems 0 0 0 1 0 1 6 923
Making Wald Tests Work for Cointegrated Var Systems 0 0 0 106 1 2 2 594
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 1 4 20 735 8 23 124 3,454
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 0 0 1 320
Modelling the Demand for M3 in the unified Germany 0 0 0 0 3 4 4 1,042
Multivariate Volatility Analysis of VW Stock Prices 0 0 0 0 1 1 2 380
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 0 0 0 141
On the reliability of chow type test for parameter constancy in multivariate dynamic models 0 0 1 110 1 1 8 616
Order selection in testing for the cointegrating rank of a VAR process 0 0 3 32 0 0 4 300
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 143 0 0 0 395
Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models 0 1 2 258 1 4 5 912
Problems Related to Testing for Granger-Causality in VARMA Processes 0 0 0 0 0 0 1 251
Problems related to bootstrapping impulse responses of autoregressive processes 0 0 0 16 0 0 2 193
Recent Advances in Cointegration Analysis 0 2 3 564 0 2 8 705
Reducing Confidence Bands for Simulated Impulse Responses 0 0 1 86 0 0 1 131
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 2 565 1 1 7 1,788
Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten 0 0 0 18 0 0 1 330
Statistische Modellierung von Volatilitäten 0 0 0 7 0 4 6 187
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis 0 0 1 122 2 2 13 377
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis 0 1 1 171 2 5 7 356
Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models 0 3 8 60 1 7 23 138
Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models 0 1 2 60 0 1 5 97
Structural Vector Autoregressions with Heteroskedasticy 1 1 3 148 3 4 16 126
Structural Vector Autoregressions with Markov Switching 0 1 4 281 0 2 12 515
Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks 2 3 9 198 4 5 18 353
Structural Vector Autoregressions with Nonnormal Residuals 0 0 1 171 0 1 3 378
Structural Vector Autoregressions with Nonnormal Residuals 0 0 2 237 1 2 8 622
Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market 1 1 6 73 2 3 18 110
Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market 1 2 12 121 3 5 24 199
Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity 0 0 1 79 0 2 6 125
Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity 0 0 0 16 0 1 2 69
Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity 0 0 0 24 0 1 8 94
Structural Vector Autoregressive Analysis for Cointegrated Variables 1 2 5 844 2 3 9 1,569
Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey 0 2 8 177 5 12 34 241
Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey 0 0 1 67 1 4 7 117
Test procedures for unit roots in time series with level shifts at unknown time 0 0 2 111 1 1 6 518
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 6 63 63 2 10 48 48
Testing for Identification in SVAR-GARCH Models 0 1 2 57 1 4 15 90
Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates 0 3 8 98 0 3 12 143
Testing for Multi-Step Causality in Time Series 0 0 0 64 0 1 2 452
Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time 0 1 1 409 1 3 7 787
Testing for a unit root in a time series with a level shift at unknown time 0 0 0 74 1 1 4 331
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 1 132 2 3 5 281
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 1 138 1 1 2 401
Testing for the Cointegrating Rank of a VAR Process with a Time Trend 0 0 0 0 3 3 6 241
Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term 0 1 3 137 0 2 5 298
Testing for the cointegrating rank of a VAR process with an intercept 0 0 0 21 2 2 4 232
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 0 2 118 1 3 11 511
Testing for the cointegrating rank of a VAR process with structural shifts 1 4 9 37 3 8 17 297
Testing for unit roots in time series with level shifts 0 2 2 8 1 3 3 369
The Relation between Monetary Policy and the Stock Market in Europe 0 1 18 73 2 7 43 85
The Role of the Log Transformation in Forecasting Economic Variables 6 11 69 1,852 30 74 398 8,269
The Transmission of German Monetary Policy in the Pre-Euro Period 0 0 2 255 0 1 9 1,193
The transmission of German monetary policy in the pre-Euro period 0 0 1 73 0 0 2 689
Trend adjustment prior to testing for the cointegrating rank of a VAR process 1 1 2 12 2 2 4 203
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe 0 0 2 309 2 3 6 1,059
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe 0 1 3 247 4 8 11 618
Unit root tests for time series with a structural break: When the break point is known 0 1 3 278 0 4 15 1,001
Unit root tests for time series with level shifts: A comparison of different proposals 0 0 0 109 0 0 3 445
Unit root tests in the presence of innovational outliers 0 0 0 52 1 15 17 289
Vector Autoregressive Models 8 29 102 1,297 22 62 268 2,695
Vector autoregressions 0 0 2 37 1 2 7 514
Vector autoregressive analysis 1 2 3 45 1 3 5 483
Was there a regime change in the German monetary transmission mechanism in 1983? 0 0 0 23 0 0 1 163
Total Working Papers 39 130 637 23,085 191 518 2,076 74,056

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A REVIEW OF SYSTEMS COINTEGRATION TESTS 0 0 3 331 0 1 11 812
A Review of Nonparametric Time Series Analysis 0 0 0 0 1 1 2 2
A lag augmentation test for the cointegrating rank of a VAR process 0 0 0 39 0 0 1 135
A model for non-negative and non-positive distributed lag functions 0 0 1 28 0 1 3 97
A money demand system for German M3 0 0 2 258 0 2 7 1,279
A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals 0 1 1 85 0 1 1 157
A small monetary system for the euro area based on German data 0 1 2 131 0 3 9 386
Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance 0 0 0 26 1 4 7 126
Analysis of cointegrated VARMA processes 0 0 1 77 1 2 8 214
Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process 0 0 1 24 2 2 4 57
Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models 3 6 28 642 4 13 52 1,462
Bericht über die Sitzung des Ausschusses für Ökonometrie vom 14. bis 16. März 2001 im Schloss Rauischholzhausen 0 0 0 7 0 0 0 93
Bericht über die Sitzung des Ausschusses für Ökonometrie vom 5.–7. April 2000 im Schloss Rauischholzhausen 0 0 0 7 0 0 0 60
Bernhard Pfaff (2006): Analysis of Integrated and Cointegrated Time Series with R 1 5 21 168 2 11 45 424
Book reviews 0 0 0 2 0 0 0 16
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH 1 1 1 1 2 2 8 8
COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS 0 1 3 3 0 2 4 4
Calculating joint confidence bands for impulse response functions using highest density regions 1 1 7 7 1 2 19 19
Choosing Between Different Time‐Varying Volatility Models for Structural Vector Autoregressive Analysis 0 0 3 4 0 2 15 20
Comment on essays on current state and future challenges of econometrics 0 0 0 23 0 0 0 138
Comparison of methods for constructing joint confidence bands for impulse response functions 0 0 4 17 3 8 18 58
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 96 1 1 3 258
Comparison of unit root tests for time series with level shifts 0 0 0 0 1 1 2 2
Confidence Bands for Impulse Responses: Bonferroni vs. Wald 0 0 0 7 0 0 5 45
DIFFERENCING MULTIPLE TIME SERIES: ANOTHER LOOK AT CANADIAN MONEY AND INCOME DATA 0 0 1 1 0 0 1 1
DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS 0 0 7 72 0 2 12 160
Does the Box–Cox transformation help in forecasting macroeconomic time series? 0 0 0 30 3 3 9 188
Estimating Orthogonal Impulse Responses via Vector Autoregressive Models 1 3 18 155 3 8 27 284
Estimating the Kronecker indices of cointegrated echelon-form VARMA models 0 0 0 1 0 0 0 443
Estimation of structural impulse responses: short-run versus long-run identifying restrictions 0 0 3 6 2 3 10 20
Forecasting Aggregated Time Series Variables: A Survey 0 1 9 104 2 5 37 284
Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index 0 2 2 42 0 3 7 120
Forecasting Contemporaneously Aggregated Vector ARMA Processes 0 0 0 0 0 1 6 522
Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights 0 0 1 31 0 1 4 109
Forecasting Vector ARMA Processes with Systematically Missing Observations 0 0 0 0 0 0 0 193
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 1 17 0 0 1 48
Forecasting euro area variables with German pre-EMU data 0 0 0 39 0 1 4 132
Forecasting levels of log variables in vector autoregressions 0 1 1 26 0 1 1 79
General-to-specific or specific-to-general modelling? An opinion on current econometric terminology 1 1 1 235 2 3 9 734
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity 0 0 0 0 0 0 1 91
Granger-causality in cointegrated VAR processes The case of the term structure 0 0 1 435 1 3 5 858
I Gusti Ngurah Agung (2009): Time Series Data Analysis Using EViews 0 0 7 257 1 3 23 629
Identifying Monetary Policy Shocks via Changes in Volatility 0 3 10 190 1 4 21 443
Impulse response analysis in infinite order cointegrated vector autoregressive processes 0 0 0 310 1 1 2 647
Impulse response analysis of cointegrated systems 3 8 20 846 5 13 37 1,442
Infinite-Order Cointegrated Vector Autoregressive Processes 0 0 1 26 0 0 5 60
Investigating Stability and Linearity of a German M1 Money Demand Function 0 1 7 313 0 2 11 840
Linear aggregation of vector autoregressive moving average processes 0 1 1 50 0 1 1 121
Linear transformations of vector ARMA processes 0 2 12 242 1 3 21 408
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 1 5 18 2,387
Modeling The Demand For M3 In The Unified Germany 0 0 2 139 4 4 11 396
Modified Wald tests under nonregular conditions 0 3 8 77 0 4 12 218
Money demand in Europe: Editors' preface 0 0 0 59 0 1 2 312
Mulaik, S. A.: Foundations of factor analysis 0 0 1 17 0 0 2 39
Non-causality due to omitted variables 0 3 9 244 2 13 25 675
Non-linear least squares estimation under non-linear equality constraints 0 0 0 66 0 0 0 165
Nonparametric dynamic modelling 0 0 0 18 0 0 0 57
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models 0 0 7 178 1 1 10 406
On unit root tests in the presence of transitional growth 0 0 0 21 1 2 2 96
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative* 0 0 1 40 0 0 3 169
Prediction Tests for Structural Stability of Multiple Time Series 0 0 0 0 0 0 0 160
Prediction tests for structural stability 0 0 0 21 0 0 0 58
Problems related to over-identifying restrictions for structural vector error correction models 0 0 1 53 0 0 2 175
Reducing confidence bands for simulated impulse responses 0 0 2 10 0 0 3 27
Residual autocorrelation testing for vector error correction models 0 0 4 195 1 5 32 836
STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG-RUN RESTRICTIONS VIA HETEROSKEDASTICITY 0 2 3 15 0 3 9 39
Specification of Echelon-Form VARMA Models 0 0 0 0 2 2 9 464
Specification of varying coefficient time series models via generalized flexible least squares 0 1 1 116 1 3 5 265
Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity 0 1 1 1 0 2 4 4
Structural vector autoregressions with Markov switching 0 5 22 325 1 10 42 711
Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks 2 6 20 96 3 8 48 217
Structural vector autoregressions with heteroskedasticity: A review of different volatility models 1 6 12 49 3 16 37 121
Structural vector autoregressions with smooth transition in variances 3 6 17 28 6 9 38 68
Structural vector autoregressive analysis for cointegrated variables 1 2 5 168 5 13 32 403
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time 0 0 2 197 0 0 8 526
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 3 35 1 4 11 105
Testing for identification in SVAR-GARCH models 0 1 8 20 0 3 18 64
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 2 57 0 0 5 162
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 0 418 4 4 8 1,242
Testing for the Cointegrating Rank of a VAR Process with Structural Shifts 0 0 0 0 1 10 22 444
Testing for the cointegrating rank of a VAR process with a time trend 0 0 2 144 1 1 10 373
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term 0 0 0 37 3 3 7 182
The Optimality of Rational Distributed Lags: A Comment 0 0 0 26 0 0 0 199
The Relation between Monetary Policy and the Stock Market in Europe 0 2 14 14 1 4 27 27
The Stability Assumption in Tests of Causality between Money and Income 0 0 0 0 0 0 0 229
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions 0 0 0 15 0 0 0 51
The role of the log transformation in forecasting economic variables 1 2 6 82 3 4 27 235
Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process 0 0 1 1 0 0 2 2
Unit root tests for time series with level shifts: a comparison of different proposals 0 0 0 154 1 1 2 302
Total Journal Articles 19 79 335 8,567 87 255 972 27,339

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with VARMA Models 1 3 15 651 13 37 141 2,484
Vector autoregressive models 3 4 14 47 7 10 35 103
Total Chapters 4 7 29 698 20 47 176 2,587

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Statistics updated 2019-09-09