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 2 4 502
A Small Monetary System for the Euro Area Based on German Data 0 0 1 137 1 1 9 395
A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks 0 0 5 156 0 1 11 297
A money demand system for M3 in the unified Germany 0 0 0 10 1 3 9 417
A review of systemscointegration tests 0 1 1 32 1 4 6 646
Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance 0 0 0 31 1 1 4 203
Acquisition of information and share prices: An empirical investigation of cognitive dissonance 0 0 0 58 0 2 5 245
Asymptotic Inference on Nonlinear Functions of the Coefficients of Infinite Order Cointegated VAR Processes 0 0 0 25 1 1 1 182
Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity 0 4 14 92 2 10 35 105
Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH 0 4 12 50 0 12 37 61
Bootstrapping impulse responses in VAR analyses 0 1 9 269 1 7 27 667
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift 0 0 1 331 1 1 6 741
Calculating Joint Bands for Impulse Response Functions using Highest Density Regions 0 0 0 14 1 1 3 17
Calculating Joint Confidence Bands for Impulse Response Functions Using Highest Density Regions 0 0 0 35 1 1 7 35
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions 0 0 0 25 1 2 10 47
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions 0 0 1 12 0 0 6 26
Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis 1 2 7 87 3 6 26 95
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems 0 0 0 402 2 18 28 1,081
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions 0 0 2 79 1 2 6 138
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions 1 1 3 57 1 1 8 116
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions 0 0 0 36 0 4 7 52
Comparison of Model Reduction Methods for VAR Processes 0 1 2 196 0 3 13 392
Comparison of Model Reduction Methods for VAR Processes 0 1 1 338 0 4 9 897
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift 0 0 0 203 1 2 3 537
Comparison of Unit Root Tests for Time Series with Level Shifts 0 2 3 6 1 7 12 27
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems 0 0 0 11 1 2 8 361
Comparison of model reduction methods for VAR processes 0 0 0 12 0 1 5 62
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 1 49 0 1 4 250
Comparison of unit root tests for time series with level shifts 0 0 0 116 2 3 16 670
Confidence Bands for Impulse Responses: Bonferroni versus Wald 0 0 0 16 1 2 11 72
Confidence Bands for Impulse Responses: Bonferroni versus Wald 0 0 2 52 1 4 16 115
Confidence Bands for Impulse Responses: Bonferroni versus Wald 0 0 0 16 0 1 9 53
Confidence Bands for Impulse Responses: Bonferroni versus Wald 0 0 2 56 0 4 18 71
Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model 0 0 0 40 5 6 7 191
Consistent Specification of Cointegrated Autoregressive Moving-Average Systems 0 0 0 10 1 2 2 151
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review 0 1 8 41 0 3 19 33
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review 0 2 6 25 2 7 18 30
Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs 1 1 9 184 5 6 21 342
Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series? 0 0 2 45 0 1 7 106
Does the Box-Cox transformation help in forecasting macroeconomic time series? 0 0 0 17 0 0 6 85
Does the Box-Cox transformation help in forecasting macroeconomic time series? 0 0 0 126 2 4 6 179
Econometric Analysis with Vector Autoregressive Models 2 9 23 2,864 3 16 65 6,239
Estimating the Kronecker indices of cointegrated echelon form VARMA models 0 0 0 15 1 2 4 256
Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions 2 7 22 124 6 18 58 155
Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions 0 0 0 21 1 2 3 17
Forecasting Aggregated Time Series Variables: A Survey 0 0 0 331 0 1 5 587
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 2 163 0 0 10 194
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 1 39 0 1 6 136
Forecasting Euro-Area Variables with German Pre-EMU Data 0 1 1 54 0 1 7 292
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 2 54 1 3 8 189
Forecasting Levels of log Variables in Vector Autoregressions 0 0 1 81 3 5 8 137
Forecasting Levels of log Variables in Vector Autoregressions 0 0 3 106 0 3 7 230
Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights 0 0 3 53 2 2 11 149
Forecasting cointegrated VARMA processes 0 3 5 117 1 4 7 347
Forecasting with VARMA Models 2 4 5 751 3 7 16 1,606
Fundamental Problems with Nonfundamental Shocks 0 1 2 117 2 4 10 267
Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity 0 0 1 129 0 0 3 316
Identifying Monetary Policy Shocks via Changes in Volatility 0 1 1 196 0 2 6 409
Identifying Monetary Policy Shocks via Changes in Volatility 0 0 3 175 1 2 10 345
Identifying Structural Vector Autoregressions via Changes in Volatility 1 2 9 235 2 4 17 338
Impulse Response Analysis in Infinite Order Cointegrated Vector Autoregressive Processes 0 0 0 111 2 3 5 558
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 1 2 8 3,373
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 1 1 2 13 1 1 3 11
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 1 2 6 44 1 2 15 57
Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference 0 0 0 40 1 1 3 253
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 1 5 19 1,656
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 0 4 9 388
Kointegration und gemeinsame Trends 0 0 0 128 0 0 2 436
Konjunkturanalyse mit Markov-Regimewechselmodellen 0 0 0 0 0 0 7 156
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 1 6 444 2 3 11 810
Lag selection in subset VAR models with an application to a US monetary system 0 1 5 99 1 4 16 329
Local power of likelihood ratio tests for the cointegrating rank of a VAR process 0 0 0 5 1 2 3 138
Lutkepohl 1 2 8 704 4 11 42 2,564
Making Wald Tests Work for Cointegrated VAR Systems 0 0 0 0 2 8 15 15
Making Wald Tests Work for Cointegrated Var Systems 0 0 0 1 2 5 12 931
Making Wald Tests Work for Cointegrated Var Systems 0 0 0 106 0 5 8 600
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 1 3 19 740 7 28 116 3,501
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 2 2 3 323
Modelling the Demand for M3 in the unified Germany 0 0 0 0 2 3 8 1,046
Multivariate Volatility Analysis of VW Stock Prices 0 0 0 0 0 3 6 384
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 1 1 1 142
On the reliability of chow type test for parameter constancy in multivariate dynamic models 0 0 1 110 2 4 10 621
Order selection in testing for the cointegrating rank of a VAR process 0 0 2 32 1 5 8 306
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 143 0 1 1 396
Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models 0 1 3 259 1 2 8 915
Problems Related to Testing for Granger-Causality in VARMA Processes 0 0 0 0 0 1 1 252
Problems related to bootstrapping impulse responses of autoregressive processes 0 0 0 16 0 1 2 194
Recent Advances in Cointegration Analysis 0 0 3 564 0 3 9 708
Reducing Confidence Bands for Simulated Impulse Responses 0 0 1 86 0 1 4 134
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 2 566 0 1 10 1,793
Stabilitaetsanalyse der bundesdeutschen Geldnachfrage anhand alternativer Ansaetze zur Modellierung variierender Regressionskoeffizienten 0 0 0 18 3 4 6 335
Statistische Modellierung von Volatilitäten 0 0 0 7 0 0 4 187
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis 0 0 1 171 1 4 10 360
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis 0 0 0 122 0 1 9 378
Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models 1 3 9 64 1 7 21 148
Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models 0 0 1 60 6 7 11 106
Structural Vector Autoregressions with Heteroskedasticy 0 0 5 150 1 4 19 135
Structural Vector Autoregressions with Markov Switching 2 2 5 284 2 4 16 523
Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks 0 0 8 200 1 2 15 358
Structural Vector Autoregressions with Nonnormal Residuals 0 0 0 171 1 1 3 379
Structural Vector Autoregressions with Nonnormal Residuals 1 1 1 238 3 9 15 633
Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market 0 2 8 76 1 7 25 124
Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market 2 3 12 126 3 5 22 207
Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity 0 0 1 79 0 3 7 128
Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity 0 0 0 16 0 3 4 72
Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity 0 0 0 24 0 2 5 97
Structural Vector Autoregressive Analysis for Cointegrated Variables 0 0 3 844 1 1 6 1,570
Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey 1 3 10 180 4 9 41 254
Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey 0 1 3 69 1 3 12 123
Test procedures for unit roots in time series with level shifts at unknown time 0 1 2 112 1 6 15 529
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 1 4 25 68 2 9 44 63
Testing for Identification in SVAR-GARCH Models 1 1 3 59 3 5 16 97
Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates 2 2 8 101 4 7 18 154
Testing for Multi-Step Causality in Time Series 0 0 0 64 0 0 1 452
Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time 0 0 1 409 4 4 10 792
Testing for a unit root in a time series with a level shift at unknown time 0 0 0 74 2 4 8 337
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 1 138 0 2 4 403
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 0 0 132 1 2 7 284
Testing for the Cointegrating Rank of a VAR Process with a Time Trend 0 0 0 0 1 4 12 248
Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term 0 0 2 137 0 2 6 301
Testing for the cointegrating rank of a VAR process with an intercept 0 0 0 21 2 5 9 238
Testing for the cointegrating rank of a VAR process with level shift at unknown time 0 1 3 119 0 3 14 516
Testing for the cointegrating rank of a VAR process with structural shifts 0 0 9 37 3 5 21 303
Testing for unit roots in time series with level shifts 0 1 3 9 1 4 8 374
The Relation between Monetary Policy and the Stock Market in Europe 0 0 15 76 2 8 41 104
The Role of the Log Transformation in Forecasting Economic Variables 6 15 63 1,873 32 101 376 8,413
The Transmission of German Monetary Policy in the Pre-Euro Period 0 0 0 255 5 6 14 1,204
The transmission of German monetary policy in the pre-Euro period 0 0 0 73 0 1 2 691
Trend adjustment prior to testing for the cointegrating rank of a VAR process 0 1 2 13 3 5 8 208
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe 0 1 4 248 1 3 18 625
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe 1 1 2 310 3 4 9 1,063
Unit root tests for time series with a structural break: When the break point is known 1 1 5 281 2 2 20 1,010
Unit root tests for time series with level shifts: A comparison of different proposals 0 0 0 109 4 5 9 454
Unit root tests in the presence of innovational outliers 0 0 0 52 0 1 17 290
Vector Autoregressive Models 7 26 118 1,342 35 135 354 2,882
Vector autoregressions 0 1 5 40 2 4 13 521
Vector autoregressive analysis 0 0 2 45 0 0 4 483
Was there a regime change in the German monetary transmission mechanism in 1983? 0 0 0 23 0 0 1 163
Total Working Papers 40 131 574 23,291 244 745 2,421 75,210


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 0 331 1 2 6 816
A Review of Nonparametric Time Series Analysis 0 0 0 0 0 2 4 4
A lag augmentation test for the cointegrating rank of a VAR process 0 0 0 39 0 0 1 136
A model for non-negative and non-positive distributed lag functions 0 0 2 29 2 3 6 101
A money demand system for German M3 0 0 2 259 1 2 6 1,282
A note on the asymptotic distribution of impulse response functions of estimated var models with orthogonal residuals 0 0 1 85 2 2 4 160
A small monetary system for the euro area based on German data 0 0 3 132 1 1 9 389
Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance 0 0 0 26 0 0 5 126
Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance 0 0 0 0 1 1 1 1
Analysis of cointegrated VARMA processes 0 0 1 77 0 0 5 215
Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process 1 1 1 25 1 1 5 59
Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models 1 5 25 649 3 10 48 1,476
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 0 1 14 170 1 8 35 435
Book reviews 0 0 0 2 0 0 0 16
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH 0 3 4 4 1 7 21 21
COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS 0 0 3 3 0 0 4 4
Calculating joint confidence bands for impulse response functions using highest density regions 0 0 3 8 1 3 11 24
Choosing Between Different Time‐Varying Volatility Models for Structural Vector Autoregressive Analysis 3 4 6 8 3 8 18 31
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 6 20 3 6 27 71
Comparison of tests for the cointegrating rank of a VAR process with a structural shift 0 0 0 96 0 0 1 258
Comparison of unit root tests for time series with level shifts 0 0 1 1 1 2 11 11
Confidence Bands for Impulse Responses: Bonferroni vs. Wald 0 0 0 7 0 0 3 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 1 2 7 76 2 5 15 168
Does the Box–Cox transformation help in forecasting macroeconomic time series? 0 0 2 32 0 0 9 191
Estimating Orthogonal Impulse Responses via Vector Autoregressive Models 1 2 12 158 1 5 26 294
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 1 2 3 8 2 4 10 25
Forecasting Aggregated Time Series Variables: A Survey 0 2 6 107 5 13 37 305
Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index 0 0 2 42 0 1 7 122
Forecasting Contemporaneously Aggregated Vector ARMA Processes 0 0 0 0 0 5 8 528
Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights 0 0 0 31 0 0 3 110
Forecasting Vector ARMA Processes with Systematically Missing Observations 0 0 0 0 1 1 1 194
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 0 17 0 0 1 49
Forecasting euro area variables with German pre-EMU data 0 1 3 42 1 2 9 139
Forecasting levels of log variables in vector autoregressions 0 0 1 26 1 2 3 81
General-to-specific or specific-to-general modelling? An opinion on current econometric terminology 0 0 2 236 0 0 8 737
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity 0 0 0 0 0 0 0 91
Granger-causality in cointegrated VAR processes The case of the term structure 2 2 5 439 5 6 14 868
I Gusti Ngurah Agung (2009): Time Series Data Analysis Using EViews 1 1 5 259 2 7 21 640
Identifying Monetary Policy Shocks via Changes in Volatility 0 2 11 194 1 8 25 455
Impulse response analysis in infinite order cointegrated vector autoregressive processes 0 0 0 310 0 2 6 651
Impulse response analysis of cointegrated systems 1 2 16 848 5 9 42 1,459
Infinite-Order Cointegrated Vector Autoregressive Processes 0 1 2 27 0 1 5 62
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 5 313 1 3 15 847
Linear aggregation of vector autoregressive moving average processes 0 0 1 50 3 3 4 124
Linear transformations of vector ARMA processes 1 1 7 243 1 3 14 412
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process 0 0 0 20 1 6 25 2,399
Modeling The Demand For M3 In The Unified Germany 0 0 1 139 2 3 15 403
Modified Wald tests under nonregular conditions 0 1 6 78 0 2 12 222
Money demand in Europe: Editors' preface 0 0 0 59 1 2 9 319
Mulaik, S. A.: Foundations of factor analysis 0 1 2 18 0 1 3 40
Non-causality due to omitted variables 2 3 10 248 4 7 33 690
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 1 4 180 0 4 10 412
On unit root tests in the presence of transitional growth 0 0 1 22 1 1 4 98
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative* 0 0 1 40 0 0 2 170
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 2 3 55 1 3 6 179
Reducing confidence bands for simulated impulse responses 0 0 2 10 0 1 3 28
Residual autocorrelation testing for vector error correction models 0 0 2 196 6 10 36 854
STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG-RUN RESTRICTIONS VIA HETEROSKEDASTICITY 0 0 2 15 0 3 8 43
Specification of Echelon-Form VARMA Models 0 0 0 0 1 3 10 468
Specification of varying coefficient time series models via generalized flexible least squares 0 1 2 117 0 1 5 266
Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity 0 0 1 1 0 2 7 8
Structural vector autoregressions with Markov switching 0 3 17 330 5 12 42 729
Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks 1 2 16 98 5 8 38 228
Structural vector autoregressions with heteroskedasticity: A review of different volatility models 0 3 15 56 0 11 38 138
Structural vector autoregressions with smooth transition in variances 6 7 21 37 10 16 46 89
Structural vector autoregressive analysis for cointegrated variables 0 2 6 170 1 8 34 414
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time 0 0 2 197 2 3 8 530
Testing for Causation Using Infinite Order Vector Autoregressive Processes 0 0 2 35 2 3 13 109
Testing for identification in SVAR-GARCH models 2 5 9 26 5 12 22 78
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break 0 1 2 58 2 6 9 168
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time 0 0 0 418 1 4 12 1,247
Testing for the Cointegrating Rank of a VAR Process with Structural Shifts 0 0 0 0 5 11 33 459
Testing for the cointegrating rank of a VAR process with a time trend 0 0 2 144 0 2 9 375
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term 0 0 0 37 1 1 6 184
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 1 7 15 2 7 22 36
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 0 2 6 84 0 5 23 242
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 3 4 7 307
Total Journal Articles 24 67 306 8,672 114 300 1,067 27,821


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with VARMA Models 3 10 20 663 24 61 143 2,569
Vector autoregressive models 0 0 12 50 0 1 33 115
Total Chapters 3 10 32 713 24 62 176 2,684


Statistics updated 2020-02-04