Helmut Lütkepohl

2 articles listing Helmut Lütkepohl in Econometrics Journal, Journal of Econometrics, indexed by Paperzzz from Crossref and OSF.

  1. Time-varying shock transmission in non-Gaussian structural vector autoregressions Econometrics Journal
  2. Partial identification of structural vector autoregressions with non-centred stochastic volatility Journal of Econometrics