Helmut Lütkepohl 个人学术档案

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	总计	2019 年至今
引用	49441	11850
h 指数	65	36
i10 指数	171	84

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william GriffithsUniversity of Melbourne在 unimelb.edu.au 的电子邮件经过验证
Markku LanneProfessor of Economics, University of Helsinki在 helsinki.fi 的电子邮件经过验证
Ralf BrüggemannProfessor of Statistics and Econometrics, University of Konstanz在 uni-konstanz.de 的电子邮件经过验证
Carsten TrenklerUniversity of Mannheim在 uni-mannheim.de 的电子邮件经过验证
Aleksei NetsunajevBank of Estonia在 fu-berlin.de 的电子邮件经过验证
juan j doladoProfessor of Economics, EUI在 eui.eu 的电子邮件经过验证
D. S. PoskittProfessor of Econometrics and Business Statistics, Monash University在 monash.edu 的电子邮件经过验证
Peter WinkerJustus-Liebig-University Giessen在 peter-winker.de 的电子邮件经过验证
Jörg BreitungUniversity of Cologne在 statistik.uni-koeln.de 的电子邮件经过验证
Lutz KilianFederal Reserve Bank of Dallas在 dal.frb.org 的电子邮件经过验证
Bertrand CandelonLouvain Finance - Université Catholique de Louvain and Maastricht University在 uclouvain.be 的电子邮件经过验证
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of Statistics在 hu-berlin.de 的电子邮件经过验证
Rong ChenRong Chen, Professor of Statistics, Rutgers University在 stat.rutgers.edu 的电子邮件经过验证
Katarzyna MaciejowskaWrocław University of Technology, Poland在 pwr.wroc.pl 的电子邮件经过验证
Hans-Martin KrolzigSchool of Economics, University of Kent在 kent.ac.uk 的电子邮件经过验证
George MilunovichAssociate Professor - Department of Actuarial Studies and Business Analytics, Macquarie University在 mq.edu.au 的电子邮件经过验证
Tommaso ProiettiUniversity of Rome Tor Vergata, Dipartimento di Economia e Finanza在 uniroma2.it 的电子邮件经过验证
Elena ArgentesiDepartment of Economics, University of Bologna在 unibo.it 的电子邮件经过验证
Massimo MottaProfessor of Economics, ICREA-Universitat Pompeu Fabra and Barcelona GSE在 upf.edu 的电子邮件经过验证
Gunnar BårdsenProfessor of Economics在 svt.ntnu.no 的电子邮件经过验证

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Helmut Lütkepohl

DIW, Freie Universitaet Berlin

在 diw.de 的电子邮件经过验证 - 首页

Oekonometrie


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
The theory and practice of econometrics GG Judge, WE Griffiths, RC Hill, H Lütkepohl, TC Lee John Wiley & Sons, 1991	13674	1991
New introduction to multiple time series analysis H Lütkepohl Springer Science & Business Media, 2005	9282	2005
Introduction to multiple time series analysis H Lütkepohl Springer Science & Business Media, 2013	4795	2013
Applied Time Series Econometrics MK H Lütkepohl	2203	2004
Handbook of matrices. H Lütkepohl Computational Statistics and Data Analysis, 1996	1869	1996
Making Wald tests work for cointegrated VAR systems JJ Dolado, H Lütkepohl Econometric reviews 15 (4), 369-386, 1996	1247	1996
Structural vector autoregressive analysis L Kilian, H Lütkepohl Cambridge University Press, 2017	1230	2017
Non-causality due to omitted variables H Lütkepohl Journal of econometrics 19 (2-3), 367-378, 1982	736	1982
Impulse response analysis of cointegrated systems H Lütkepohl, HE Reimers Journal of economic dynamics and control 16 (1), 53-78, 1992	657	1992
Vector autoregressive models H Lütkepohl Handbook of research methods and applications in empirical macroeconomics …, 2013	521	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	513	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	444	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	430	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	408	2001
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
Structural vector autoregressive analysis for cointegrated variables H Lütkepohl Allgemeines Statistisches Archiv 90, 75-88, 2006	379	2006
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	358	1990
Structural vector autoregressive modeling and impulse responses J Breitung, R Brüggemann, H Lütkepohl Cambridge University Press, 2004	317	2004
Vector autoregressive and vector error correction models H Lütkepohl Cambridge University Press, 2004	300	2004
The role of the log transformation in forecasting economic variables H Lütkepohl, F Xu Empirical Economics 42, 619-638, 2012	288	2012

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