# zbMATH — the first resource for mathematics

## Lütkepohl, Helmut

Compute Distance To:
 Author ID: lutkepohl.helmut Published as: Luetkepohl, Helmut; Lütkepohl, H.; Lütkepohl, Helmut Homepage: http://www.wiwiss.fu-berlin.de/fachbereich/vwl/luetkepohl/MitarbeiterNeu/Luetkep... External Links: MGP · Wikidata · GND
 Documents Indexed: 86 Publications since 1977, including 11 Books
all top 5

#### Co-Authors

 34 single-authored 19 Saikkonen, Pentti 5 Lanne, Markku 5 Trenkler, Carsten 3 Herwartz, Helmut 2 Benkwitz, Alexander 2 Griffiths, William E. 2 Milunovich, George 2 Reimers, Hans-Eggert 2 Wolters, Jürgen 1 Abels, Herbert 1 Bock, Mary Ellen 1 Brüggemann, Ralf 1 Burda, Maike M. 1 Candelon, Bertrand 1 Chen, Rong 1 Claessen, Holger 1 Demetrescu, Matei 1 Dolado, Juan J. 1 Härdle, Wolfgang Karl 1 Hill, R. Carter 1 Hubrich, Kirstin 1 Johansen, Søren Glud 1 Judge, George G. 1 Kilian, Lutz 1 Krätzig, Markus 1 Lee, Tsoung Chao 1 Lucke, Bernd 1 Maciejowska, Katarzyna 1 Maschke, Erich Otto 1 Netšunajev, Aleksei 1 Neumann, Michael H. 1 Schlaak, Thore 1 Schneider, Werner 1 Staszewska-Bystrova, Anna 1 Theilen, Bernd 1 Winker, Peter 1 Woźniak, Tomasz 1 Xu, Fang 1 Yang, Minxian
all top 5

#### Serials

 15 Journal of Econometrics 10 Economics Letters 6 Journal of Economic Dynamics & Control 5 Journal of Time Series Analysis 5 Econometric Theory 3 Econometric Reviews 2 Statistische Hefte 2 Statistical Papers 2 The Econometrics Journal 2 Macroeconomic Dynamics 2 AStA. Allgemeines Statistisches Archiv 2 Themes in Modern Econometrics 1 Metrika 1 Biometrika 1 Econometrica 1 International Economic Review 1 International Statistical Review 1 Journal of the American Statistical Association 1 Journal of Statistical Planning and Inference 1 Bulletin of the Greek Mathematical Society 1 Computational Statistics Quarterly 1 Lecture Notes in Economics and Mathematical Systems 1 Methods of Operations Research 1 AStA. Advances in Statistical Analysis 1 Journal of Business and Economic Statistics 1 Journal of Time Series Econometrics
all top 5

#### Fields

 77 Statistics (62-XX) 33 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Numerical analysis (65-XX) 3 General and overarching topics; collections (00-XX) 2 Probability theory and stochastic processes (60-XX) 2 Systems theory; control (93-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Sequences, series, summability (40-XX) 1 Manifolds and cell complexes (57-XX) 1 Global analysis, analysis on manifolds (58-XX)

#### Citations contained in zbMATH

67 Publications have been cited 923 times in 729 Documents Cited by Year
New introduction to multiple time series analysis. Zbl 1072.62075
Lütkepohl, Helmut
2005
Handbook of matrices. Zbl 0856.15001
Lütkepohl, Helmut
1996
Introduction to the theory and practice of econometrics. 2nd ed. Zbl 0731.62155
Judge, George G.; Hill, R. Carter; Griffiths, William E.; Lütkepohl, Helmut; Lee, Tsoung Chao
1988
Introduction to multiple time series analysis. 2nd ed. Zbl 0835.62075
Lütkepohl, Helmut
1993
Introduction to multiple time series analysis. Zbl 0729.62085
Lütkepohl, Helmut
1991
A review of nonparametric time series analysis. Zbl 0887.62043
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong
1997
Making Wald tests work for cointegrated VAR systems. Zbl 0893.62085
1996
New introduction to multiple time series analysis. Corrected 2nd printing. Zbl 1141.62071
Lütkepohl, Helmut
2006
A review of systems cointegration tests. Zbl 1044.62120
Hubrich, Kirstin; Lütkepohl, Helmut; Saikkonen, Pentti
2001
Testing for the cointegrating rank of a VAR process with a time trend. Zbl 0970.62055
Lütkepohl, Helmut; Saikkonen, Pentti
2000
Applied times series econometrics. Zbl 1076.62119
Lütkepohl, Helmut (ed.); Krätzig, Markus (ed.)
2004
Impulse response analysis of cointegrated systems. Zbl 0756.90021
Lütkepohl, Helmut; Reimers, Hans-Eggert
1992
Linear transformations of vector ARMA processes. Zbl 0555.62072
Lütkepohl, Helmut
1984
Structural vector autoregressive analysis. Zbl 1377.62005
Kilian, Lutz; Lütkepohl, Helmut
2017
Testing for the cointegrating rank of a VAR process with an intercept. Zbl 1054.62585
Saikkonen, Pentti; Lütkepohl, Helmut
2000
Local power of likelihood ratio tests for the cointegrating rank of a VAR process. Zbl 0934.62093
Saikkonen, Pentti; Lütkepohl, Helmut
1999
Structural vector autoregressions with Markov switching. Zbl 1181.62136
Lanne, Markku; Lütkepohl, Helmut; Maciejowska, Katarzyna
2010
Impulse response analysis in infinite order cointegrated vector autoregressive processes. Zbl 0922.62118
Lütkepohl, Helmut; Saikkonen, Pentti
1997
Modified Wald tests under nonregular conditions. Zbl 0899.62026
Lütkepohl, Helmut; Burda, Maike M.
1997
Problems related to confidence intervals for impulse responses of autoregressive processes. Zbl 0962.62080
Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H.
2000
Testing for the cointegrating rank of a VAR process with level shift at unknown time. Zbl 1091.62079
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2004
Testing for a unit root in a time series with a level shift at unknown time. Zbl 1109.62348
Saikkonen, Pentti; Lütkepohl, Helmut
2002
Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process. Zbl 0974.62076
Saikkonen, Pentti; Lütkepohl, Helmut
2000
Testing for causation between two variables in higher-dimensional VAR models. Zbl 0823.90017
Lütkepohl, Helmut
1993
Structural vector autoregressions with nonnormal residuals. Zbl 1198.62100
Lanne, Markku; Lütkepohl, Helmut
2010
Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks. Zbl 1312.62108
Herwartz, Helmut; Lütkepohl, Helmut
2014
Residual autocorrelation testing for vector error correction models. Zbl 1418.62304
Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti
2006
Testing for unit roots in time series with level shifts. Zbl 1100.62090
Saikkonen, Pentti; Lütkepohl, Helmut
2001
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. Zbl 0995.62077
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2001
Analysis of cointegrated VARMA processes. Zbl 0915.62096
Lütkepohl, Helmut; Claessen, Holger
1997
Comparison of unit root tests for time series with level shifts. Zbl 1112.62095
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2002
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems. Zbl 1006.91514
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen
2001
Break date estimation for VAR processes with level shift with an application to cointegration testing. Zbl 1083.62096
Saikkonen, Pentti; Lütkepohl, Helmut; Trenkler, Carsten
2006
Measures of multivariate skewness and kurtosis for tests of nonnormality. Zbl 0727.62061
Lütkepohl, H.; Theilen, B.
1991
Specification of varying coefficient time series models via generalized flexible least squares. Zbl 0834.62087
Lütkepohl, Helmut; Herwartz, Helmut
1996
Granger-causality in cointegrated VAR processes. The case of the term structure. Zbl 0775.62238
Lütkepohl, Helmut; Reimers, Hans-Eggert
1992
Linear aggregation of vector autoregressive moving average processes. Zbl 1273.62215
Lütkepohl, Helmut
1984
Testing for identification in SVAR-GARCH models. Zbl 1401.91469
Lütkepohl, Helmut; Milunovich, George
2016
General-to-specific or specific-to-general modelling? An opinion on current econometric terminology. Zbl 1418.62510
Lütkepohl, Helmut
2007
Comparison of tests for the cointegrating rank of a VAR process with a structural shift. Zbl 1024.62035
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2003
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models. Zbl 1056.91544
Candelon, B.; Lütkepohl, H.
2001
Testing for nonzero impulse responses in vector autoregressive processes. Zbl 0849.62050
Lütkepohl, Helmut
1996
A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals. Zbl 0692.62013
Lütkepohl, Helmut
1989
Approximation of arbitrary distributed lag structures by a modified polynomial lag: An extension. Zbl 0466.62110
Lütkepohl, Helmut
1980
Reducing confidence bands for simulated impulse responses. Zbl 1416.62508
Lütkepohl, Helmut
2013
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity. Zbl 1290.62075
Herwartz, Helmut; Lütkepohl, Helmut
2011
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term. Zbl 1178.62095
Demetrescu, Matei; Lütkepohl, Helmut; Saikkonen, Pentti
2009
Testing for the cointegrating rank of a VAR process with level shift and trend break. Zbl 1164.62058
Trenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut
2008
Structural vector autoregressive analysis for cointegrated variables. Zbl 1102.62097
Lütkepohl, Helmut
2006
A lag augmentation test for the cointegrating rank of a VAR process. Zbl 0917.90061
Lütkepohl, Helmut; Saikkonen, Pentti
1999
Readings in econometric theory and practice. A volume in honor of George Judge. Zbl 0782.00096
Griffiths, W. E. (ed.); Lütkepohl, H. (ed.); Bock, M. E. (ed.)
1992
Structural vector autoregressions with smooth transition in variances. Zbl 1401.91505
Lütkepohl, Helmut; Netšunajev, Aleksei
2017
Problems related to over-identifying restrictions for structural vector error correction models. Zbl 1255.91364
Lütkepohl, Helmut
2008
A note on testing restrictions for the cointegration parameters of a VAR with $$I(2)$$ variables. Zbl 1074.62057
Johansen, Søren; Lütkepohl, Helmut
2005
Recent advances in cointegration analysis. Zbl 1284.91450
Lütkepohl, Helmut
2004
Transmission of German monetary policy in the pre-Euro period. Zbl 1066.91074
Lütkepohl, Helmut; Wolters, Jürgen
2003
Unit root tests for time series with level shifts: a comparison of different proposals. Zbl 1131.91378
Lanne, Markku; Lütkepohl, Helmut
2002
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes. Zbl 1109.62349
Saikkonen, Pentti; Lütkepohl, Helmut
2000
Testing for time varying parameters in vector autoregressive models. Zbl 0805.62082
Lütkepohl, Helmut
1992
Testing for nonnormality of autoregressive time series. Zbl 0726.62145
Lütkepohl, H.; Schneider, W.
1989
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions. Zbl 1273.62276
Lütkepohl, Helmut
1985
The optimality of rational distributed lags: A comment. Zbl 0546.90021
Lütkepohl, Helmut
1984
Non-linear least squares estimation under nonlinear equality constraints. Zbl 1273.62150
Lütkepohl, Helmut
1983
Differencing multiple time series: Another look at Canadian money and income data. Zbl 0506.62071
Luetkepohl, Helmut
1982
Discounted polynomials for multiple time series model building. Zbl 0488.62067
Luetkepohl, Helmut
1982
A model for non-negative and non-positive distributed lag functions. Zbl 0469.62093
Lütkepohl, Helmut
1981
Slices for proper actions of non-compact Lie groups. Zbl 0417.57022
Abels, Herbert; Lütkepohl, Helmut
1977
Structural vector autoregressive analysis. Zbl 1377.62005
Kilian, Lutz; Lütkepohl, Helmut
2017
Structural vector autoregressions with smooth transition in variances. Zbl 1401.91505
Lütkepohl, Helmut; Netšunajev, Aleksei
2017
Testing for identification in SVAR-GARCH models. Zbl 1401.91469
Lütkepohl, Helmut; Milunovich, George
2016
Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks. Zbl 1312.62108
Herwartz, Helmut; Lütkepohl, Helmut
2014
Reducing confidence bands for simulated impulse responses. Zbl 1416.62508
Lütkepohl, Helmut
2013
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity. Zbl 1290.62075
Herwartz, Helmut; Lütkepohl, Helmut
2011
Structural vector autoregressions with Markov switching. Zbl 1181.62136
Lanne, Markku; Lütkepohl, Helmut; Maciejowska, Katarzyna
2010
Structural vector autoregressions with nonnormal residuals. Zbl 1198.62100
Lanne, Markku; Lütkepohl, Helmut
2010
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term. Zbl 1178.62095
Demetrescu, Matei; Lütkepohl, Helmut; Saikkonen, Pentti
2009
Testing for the cointegrating rank of a VAR process with level shift and trend break. Zbl 1164.62058
Trenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut
2008
Problems related to over-identifying restrictions for structural vector error correction models. Zbl 1255.91364
Lütkepohl, Helmut
2008
General-to-specific or specific-to-general modelling? An opinion on current econometric terminology. Zbl 1418.62510
Lütkepohl, Helmut
2007
New introduction to multiple time series analysis. Corrected 2nd printing. Zbl 1141.62071
Lütkepohl, Helmut
2006
Residual autocorrelation testing for vector error correction models. Zbl 1418.62304
Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti
2006
Break date estimation for VAR processes with level shift with an application to cointegration testing. Zbl 1083.62096
Saikkonen, Pentti; Lütkepohl, Helmut; Trenkler, Carsten
2006
Structural vector autoregressive analysis for cointegrated variables. Zbl 1102.62097
Lütkepohl, Helmut
2006
New introduction to multiple time series analysis. Zbl 1072.62075
Lütkepohl, Helmut
2005
A note on testing restrictions for the cointegration parameters of a VAR with $$I(2)$$ variables. Zbl 1074.62057
Johansen, Søren; Lütkepohl, Helmut
2005
Applied times series econometrics. Zbl 1076.62119
Lütkepohl, Helmut (ed.); Krätzig, Markus (ed.)
2004
Testing for the cointegrating rank of a VAR process with level shift at unknown time. Zbl 1091.62079
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2004
Recent advances in cointegration analysis. Zbl 1284.91450
Lütkepohl, Helmut
2004
Comparison of tests for the cointegrating rank of a VAR process with a structural shift. Zbl 1024.62035
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2003
Transmission of German monetary policy in the pre-Euro period. Zbl 1066.91074
Lütkepohl, Helmut; Wolters, Jürgen
2003
Testing for a unit root in a time series with a level shift at unknown time. Zbl 1109.62348
Saikkonen, Pentti; Lütkepohl, Helmut
2002
Comparison of unit root tests for time series with level shifts. Zbl 1112.62095
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
2002
Unit root tests for time series with level shifts: a comparison of different proposals. Zbl 1131.91378
Lanne, Markku; Lütkepohl, Helmut
2002
A review of systems cointegration tests. Zbl 1044.62120
Hubrich, Kirstin; Lütkepohl, Helmut; Saikkonen, Pentti
2001
Testing for unit roots in time series with level shifts. Zbl 1100.62090
Saikkonen, Pentti; Lütkepohl, Helmut
2001
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. Zbl 0995.62077
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
2001
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems. Zbl 1006.91514
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen
2001
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models. Zbl 1056.91544
Candelon, B.; Lütkepohl, H.
2001
Testing for the cointegrating rank of a VAR process with a time trend. Zbl 0970.62055
Lütkepohl, Helmut; Saikkonen, Pentti
2000
Testing for the cointegrating rank of a VAR process with an intercept. Zbl 1054.62585
Saikkonen, Pentti; Lütkepohl, Helmut
2000
Problems related to confidence intervals for impulse responses of autoregressive processes. Zbl 0962.62080
Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H.
2000
Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process. Zbl 0974.62076
Saikkonen, Pentti; Lütkepohl, Helmut
2000
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes. Zbl 1109.62349
Saikkonen, Pentti; Lütkepohl, Helmut
2000
Local power of likelihood ratio tests for the cointegrating rank of a VAR process. Zbl 0934.62093
Saikkonen, Pentti; Lütkepohl, Helmut
1999
A lag augmentation test for the cointegrating rank of a VAR process. Zbl 0917.90061
Lütkepohl, Helmut; Saikkonen, Pentti
1999
A review of nonparametric time series analysis. Zbl 0887.62043
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong
1997
Impulse response analysis in infinite order cointegrated vector autoregressive processes. Zbl 0922.62118
Lütkepohl, Helmut; Saikkonen, Pentti
1997
Modified Wald tests under nonregular conditions. Zbl 0899.62026
Lütkepohl, Helmut; Burda, Maike M.
1997
Analysis of cointegrated VARMA processes. Zbl 0915.62096
Lütkepohl, Helmut; Claessen, Holger
1997
Handbook of matrices. Zbl 0856.15001
Lütkepohl, Helmut
1996
Making Wald tests work for cointegrated VAR systems. Zbl 0893.62085
1996
Specification of varying coefficient time series models via generalized flexible least squares. Zbl 0834.62087
Lütkepohl, Helmut; Herwartz, Helmut
1996
Testing for nonzero impulse responses in vector autoregressive processes. Zbl 0849.62050
Lütkepohl, Helmut
1996
Introduction to multiple time series analysis. 2nd ed. Zbl 0835.62075
Lütkepohl, Helmut
1993
Testing for causation between two variables in higher-dimensional VAR models. Zbl 0823.90017
Lütkepohl, Helmut
1993
Impulse response analysis of cointegrated systems. Zbl 0756.90021
Lütkepohl, Helmut; Reimers, Hans-Eggert
1992
Granger-causality in cointegrated VAR processes. The case of the term structure. Zbl 0775.62238
Lütkepohl, Helmut; Reimers, Hans-Eggert
1992
Readings in econometric theory and practice. A volume in honor of George Judge. Zbl 0782.00096
Griffiths, W. E. (ed.); Lütkepohl, H. (ed.); Bock, M. E. (ed.)
1992
Testing for time varying parameters in vector autoregressive models. Zbl 0805.62082
Lütkepohl, Helmut
1992
Introduction to multiple time series analysis. Zbl 0729.62085
Lütkepohl, Helmut
1991
Measures of multivariate skewness and kurtosis for tests of nonnormality. Zbl 0727.62061
Lütkepohl, H.; Theilen, B.
1991
A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals. Zbl 0692.62013
Lütkepohl, Helmut
1989
Testing for nonnormality of autoregressive time series. Zbl 0726.62145
Lütkepohl, H.; Schneider, W.
1989
Introduction to the theory and practice of econometrics. 2nd ed. Zbl 0731.62155
Judge, George G.; Hill, R. Carter; Griffiths, William E.; Lütkepohl, Helmut; Lee, Tsoung Chao
1988
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions. Zbl 1273.62276
Lütkepohl, Helmut
1985
Linear transformations of vector ARMA processes. Zbl 0555.62072
Lütkepohl, Helmut
1984
Linear aggregation of vector autoregressive moving average processes. Zbl 1273.62215
Lütkepohl, Helmut
1984
The optimality of rational distributed lags: A comment. Zbl 0546.90021
Lütkepohl, Helmut
1984
Non-linear least squares estimation under nonlinear equality constraints. Zbl 1273.62150
Lütkepohl, Helmut
1983
Differencing multiple time series: Another look at Canadian money and income data. Zbl 0506.62071
Luetkepohl, Helmut
1982
Discounted polynomials for multiple time series model building. Zbl 0488.62067
Luetkepohl, Helmut
1982
A model for non-negative and non-positive distributed lag functions. Zbl 0469.62093
Lütkepohl, Helmut
1981
Approximation of arbitrary distributed lag structures by a modified polynomial lag: An extension. Zbl 0466.62110
Lütkepohl, Helmut
1980
Slices for proper actions of non-compact Lie groups. Zbl 0417.57022
Abels, Herbert; Lütkepohl, Helmut
1977
all top 5

#### Cited by 1,173 Authors

 34 Lütkepohl, Helmut 14 Saikkonen, Pentti 11 Hafner, Christian Matthias 10 Dufour, Jean-Marie 8 Duchesne, Pierre 8 Raïssi, Hamdi 8 Trenkler, Carsten 6 Chen, Rong 6 Demetrescu, Matei 6 Kurozumi, Eiji 6 Mainassara, Yacouba Boubacar 6 Michailidis, George C. 5 Hassler, Uwe 5 Hecq, Alain W. 5 Herwartz, Helmut 5 Kilian, Lutz 5 Kontoghiorghes, Erricos John 5 Lanne, Markku 5 Roy, Roch 5 Teräsvirta, Timo 5 Winker, Peter 4 Boswijk, H. Peter 4 Breitung, Jorg 4 Fanelli, Luca 4 Hušková, Marie 4 Inoue, Atsushi 4 Jentsch, Carsten 4 Peña, Daniel 4 Pipiras, Vladas 4 Triantafyllopoulos, Kostas 4 Weber, Enzo 4 Yao, Qiwei 3 Ahlgren, Niklas 3 Arai, Yoichi 3 Cavaliere, Giuseppe 3 Chang, Jinyuan 3 Eichler, Michael 3 Escribano, Alvaro 3 Ferreira, Eva 3 Franses, Philip Hans 3 Fukuda, Kosei 3 Gao, Jiti 3 Georgiev, Iliyan 3 Ghysels, Eric 3 Hill, Jonathan B. 3 Jouini, Tarek 3 Kapetanios, George 3 Kauermann, Goran 3 Kurita, Takamitsu 3 Lippi, Marco 3 Liu, Shuangzhe 3 Liu, Xialu 3 Lund, Robert B. 3 Meintanis, Simos G. 3 Milunovich, George 3 Morettin, Pedro Alberto 3 Nyblom, Jukka 3 Oliveira, Saulo Pomponet 3 Orbe, Susan 3 Ortega, Juan-Pablo 3 Özkale, M. Revan 3 Palm, Franz C. 3 Paruolo, Paolo 3 Pesaran, M. Hashem 3 Phillips, Peter Charles Bonest 3 Preminger, Arie 3 Reimers, Hans-Eggert 3 Rodríguez-Póo, Juan Manuel 3 Saleh, A. K. Md. Ehsanes 3 Sameshima, Koichi 3 Seriani, Géza 3 Sherris, Michael 3 Shukur, Ghazi 3 Staszewska-Bystrova, Anna 3 Ursu, Eugen 3 Vahid, Farshid 3 Wang, Xingyuan 3 Westerlund, Joakim 3 Yang, Minxian 2 Abry, Patrice 2 Açar, Tuğba Söküt 2 Adachi, Kohei 2 Ahn, Sung Ki 2 Al-Sadoon, Majid M. 2 Altinisik, Ercan 2 Arbués, Ignacio 2 Arnold-Gaille, Séverine 2 Baccalá, Luiz Antonio 2 Bai, Jushan 2 Baillie, Richard T. 2 Bauer, Dietmar 2 Berceanu, Stefan 2 Biørn, Erik 2 Bozdogan, Hamparsum 2 Brockwell, Peter J. 2 Brüggemann, Ralf 2 Bühlmann, Peter 2 Cai, Zongwu 2 Candelon, Bertrand 2 Cardoso, João R. ...and 1,073 more Authors
all top 5

#### Cited in 146 Serials

 133 Journal of Econometrics 46 Economics Letters 46 Computational Statistics and Data Analysis 32 Journal of Multivariate Analysis 32 Journal of Economic Dynamics & Control 26 Journal of Statistical Planning and Inference 22 Econometric Theory 16 Journal of Time Series Analysis 16 European Journal of Operational Research 15 Statistical Papers 15 Journal of Applied Statistics 13 Automatica 12 Journal of Statistical Computation and Simulation 11 Statistics & Probability Letters 11 Computational Statistics 11 Communications in Statistics. Theory and Methods 9 Electronic Journal of Statistics 8 Biological Cybernetics 8 AStA. Advances in Statistical Analysis 7 The Annals of Statistics 6 Econometric Reviews 6 Communications in Statistics. Simulation and Computation 6 Bernoulli 6 The Econometrics Journal 6 Quantitative Finance 5 Psychometrika 5 Applied Mathematics and Computation 5 Journal of Computational and Applied Mathematics 4 Journal of the American Statistical Association 4 Statistica Neerlandica 4 Signal Processing 4 Linear Algebra and its Applications 4 Stochastic Processes and their Applications 4 Open Economies Review 4 AStA. Allgemeines Statistisches Archiv 4 Statistical Methods and Applications 4 Journal of Forecasting 4 The Annals of Applied Statistics 3 Mathematics and Computers in Simulation 3 Insurance Mathematics & Economics 3 Computational Economics 3 Test 3 Applied Stochastic Models in Business and Industry 3 Journal of Systems Science and Complexity 3 Computational Management Science 3 Journal of the Korean Statistical Society 3 European Actuarial Journal 3 Journal of Time Series Econometrics 2 Computers & Mathematics with Applications 2 Physics Letters. A 2 Annals of the Institute of Statistical Mathematics 2 Biometrical Journal 2 Journal of Mathematical Psychology 2 Kybernetika 2 Computers & Operations Research 2 Neural Computation 2 Statistische Hefte 2 Journal of Nonparametric Statistics 2 Mathematical Problems in Engineering 2 Chaos 2 Macroeconomic Dynamics 2 CEJOR. Central European Journal of Operations Research 2 Journal of Machine Learning Research (JMLR) 2 ASTIN Bulletin 2 North American Actuarial Journal 2 Statistical Methodology 2 Advances in Data Analysis and Classification. ADAC 2 Journal of Statistical Theory and Practice 2 Statistics and Computing 2 Journal of Econometric Methods 1 Computer Methods in Applied Mechanics and Engineering 1 International Journal of Control 1 Journal of Mathematical Physics 1 Linear and Multilinear Algebra 1 Mathematical Biosciences 1 Metrika 1 Physica A 1 Wave Motion 1 Journal of Geometry and Physics 1 Information Sciences 1 Journal of Mathematical Economics 1 Mathematische Zeitschrift 1 Meccanica 1 Metron 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Stochastic Analysis and Applications 1 Journal of Classification 1 Statistics 1 Optimization 1 Applied Stochastic Models and Data Analysis 1 Sequential Analysis 1 Statistical Science 1 Journal of Economics 1 International Journal of Approximate Reasoning 1 Asia-Pacific Journal of Operational Research 1 Mathematical and Computer Modelling 1 SIAM Journal on Matrix Analysis and Applications 1 MCSS. Mathematics of Control, Signals, and Systems 1 Queueing Systems ...and 46 more Serials
all top 5

#### Cited in 35 Fields

 583 Statistics (62-XX) 171 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 96 Numerical analysis (65-XX) 36 Probability theory and stochastic processes (60-XX) 32 Operations research, mathematical programming (90-XX) 25 Systems theory; control (93-XX) 17 Biology and other natural sciences (92-XX) 14 Linear and multilinear algebra; matrix theory (15-XX) 11 Computer science (68-XX) 8 Information and communication theory, circuits (94-XX) 6 Ordinary differential equations (34-XX) 4 Mechanics of deformable solids (74-XX) 4 Quantum theory (81-XX) 4 Geophysics (86-XX) 3 Combinatorics (05-XX) 3 Number theory (11-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Mechanics of particles and systems (70-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Differential geometry (53-XX) 2 Relativity and gravitational theory (83-XX) 1 Algebraic geometry (14-XX) 1 Nonassociative rings and algebras (17-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 General topology (54-XX) 1 Algebraic topology (55-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX)

#### Wikidata Timeline

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.