H
Helmut Lütkepohl
Researcher at Free University of Berlin
Publications - 222
Citations - 16228
Helmut Lütkepohl is an academic researcher from Free University of Berlin. The author has contributed to research in topics: Autoregressive model & Vector autoregression. The author has an hindex of 56, co-authored 221 publications receiving 15428 citations. Previous affiliations of Helmut Lütkepohl include Humboldt University of Berlin & University of Kiel.
Papers
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Book
Introduction to multiple time series analysis
TL;DR: The choice of point and interval forecasts as well as innovation accounting are presented as tools for structural analysis within the multiple time series context.
Book
Handbook of Matrices
TL;DR: In this article, the authors define a set of rules for Matrix Operations: Trace, determinant, and rank of a matrix; Eigenvalues and singular values; and Matrix Valued Functions of a Matrix.
Book
Applied Time Series Econometrics
Helmut Lütkepohl,Markus Krätzig +1 more
TL;DR: In this paper, applied time series econometrics were used to analyze the performance of time series in the real world, and the results showed that time series can be used to predict economic performance.
Journal ArticleDOI
Making wald tests work for cointegrated VAR systems
Juan J. Dolado,Helmut Lütkepohl +1 more
TL;DR: In this article, a simple device is proposed which guarantees that Wald tests have asymptotic X2-distributions under general conditions, and the power properties of the modified tests are studied both analytically and numerically by means of simple illustrative examples.