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Lütkepohl, Helmut

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Author ID: lutkepohl.helmut Recent zbMATH articles by "Lütkepohl, 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

Publications by Year

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
198
2005
Handbook of matrices. Zbl 0856.15001
Lütkepohl, Helmut
119
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
86
1988
Introduction to multiple time series analysis. 2nd ed. Zbl 0835.62075
Lütkepohl, Helmut
59
1993
Introduction to multiple time series analysis. Zbl 0729.62085
Lütkepohl, Helmut
59
1991
A review of nonparametric time series analysis. Zbl 0887.62043
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong
28
1997
Making Wald tests work for cointegrated VAR systems. Zbl 0893.62085
Dolado, Juan J.; Lütkepohl, Helmut
23
1996
New introduction to multiple time series analysis. Corrected 2nd printing. Zbl 1141.62071
Lütkepohl, Helmut
19
2006
A review of systems cointegration tests. Zbl 1044.62120
Hubrich, Kirstin; Lütkepohl, Helmut; Saikkonen, Pentti
17
2001
Testing for the cointegrating rank of a VAR process with a time trend. Zbl 0970.62055
Lütkepohl, Helmut; Saikkonen, Pentti
17
2000
Applied times series econometrics. Zbl 1076.62119
Lütkepohl, Helmut (ed.); Krätzig, Markus (ed.)
15
2004
Impulse response analysis of cointegrated systems. Zbl 0756.90021
Lütkepohl, Helmut; Reimers, Hans-Eggert
15
1992
Linear transformations of vector ARMA processes. Zbl 0555.62072
Lütkepohl, Helmut
15
1984
Structural vector autoregressive analysis. Zbl 1377.62005
Kilian, Lutz; Lütkepohl, Helmut
13
2017
Testing for the cointegrating rank of a VAR process with an intercept. Zbl 1054.62585
Saikkonen, Pentti; Lütkepohl, Helmut
13
2000
Local power of likelihood ratio tests for the cointegrating rank of a VAR process. Zbl 0934.62093
Saikkonen, Pentti; Lütkepohl, Helmut
13
1999
Structural vector autoregressions with Markov switching. Zbl 1181.62136
Lanne, Markku; Lütkepohl, Helmut; Maciejowska, Katarzyna
12
2010
Impulse response analysis in infinite order cointegrated vector autoregressive processes. Zbl 0922.62118
Lütkepohl, Helmut; Saikkonen, Pentti
12
1997
Modified Wald tests under nonregular conditions. Zbl 0899.62026
Lütkepohl, Helmut; Burda, Maike M.
12
1997
Problems related to confidence intervals for impulse responses of autoregressive processes. Zbl 0962.62080
Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H.
11
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
10
2004
Testing for a unit root in a time series with a level shift at unknown time. Zbl 1109.62348
Saikkonen, Pentti; Lütkepohl, Helmut
10
2002
Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process. Zbl 0974.62076
Saikkonen, Pentti; Lütkepohl, Helmut
10
2000
Testing for causation between two variables in higher-dimensional VAR models. Zbl 0823.90017
Lütkepohl, Helmut
9
1993
Structural vector autoregressions with nonnormal residuals. Zbl 1198.62100
Lanne, Markku; Lütkepohl, Helmut
8
2010
Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks. Zbl 1312.62108
Herwartz, Helmut; Lütkepohl, Helmut
7
2014
Residual autocorrelation testing for vector error correction models. Zbl 1418.62304
Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti
7
2006
Testing for unit roots in time series with level shifts. Zbl 1100.62090
Saikkonen, Pentti; Lütkepohl, Helmut
7
2001
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. Zbl 0995.62077
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
7
2001
Analysis of cointegrated VARMA processes. Zbl 0915.62096
Lütkepohl, Helmut; Claessen, Holger
7
1997
Comparison of unit root tests for time series with level shifts. Zbl 1112.62095
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
6
2002
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems. Zbl 1006.91514
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen
6
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
5
2006
Measures of multivariate skewness and kurtosis for tests of nonnormality. Zbl 0727.62061
Lütkepohl, H.; Theilen, B.
5
1991
Specification of varying coefficient time series models via generalized flexible least squares. Zbl 0834.62087
Lütkepohl, Helmut; Herwartz, Helmut
4
1996
Granger-causality in cointegrated VAR processes. The case of the term structure. Zbl 0775.62238
Lütkepohl, Helmut; Reimers, Hans-Eggert
4
1992
Linear aggregation of vector autoregressive moving average processes. Zbl 1273.62215
Lütkepohl, Helmut
4
1984
Testing for identification in SVAR-GARCH models. Zbl 1401.91469
Lütkepohl, Helmut; Milunovich, George
3
2016
General-to-specific or specific-to-general modelling? An opinion on current econometric terminology. Zbl 1418.62510
Lütkepohl, Helmut
3
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
3
2003
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models. Zbl 1056.91544
Candelon, B.; Lütkepohl, H.
3
2001
Testing for nonzero impulse responses in vector autoregressive processes. Zbl 0849.62050
Lütkepohl, Helmut
3
1996
A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals. Zbl 0692.62013
Lütkepohl, Helmut
3
1989
Approximation of arbitrary distributed lag structures by a modified polynomial lag: An extension. Zbl 0466.62110
Lütkepohl, Helmut
3
1980
Reducing confidence bands for simulated impulse responses. Zbl 1416.62508
Lütkepohl, Helmut
2
2013
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity. Zbl 1290.62075
Herwartz, Helmut; Lütkepohl, Helmut
2
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
2
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
2
2008
Structural vector autoregressive analysis for cointegrated variables. Zbl 1102.62097
Lütkepohl, Helmut
2
2006
A lag augmentation test for the cointegrating rank of a VAR process. Zbl 0917.90061
Lütkepohl, Helmut; Saikkonen, Pentti
2
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.)
2
1992
Structural vector autoregressions with smooth transition in variances. Zbl 1401.91505
Lütkepohl, Helmut; Netšunajev, Aleksei
1
2017
Problems related to over-identifying restrictions for structural vector error correction models. Zbl 1255.91364
Lütkepohl, Helmut
1
2008
A note on testing restrictions for the cointegration parameters of a VAR with \(I(2)\) variables. Zbl 1074.62057
Johansen, Søren; Lütkepohl, Helmut
1
2005
Recent advances in cointegration analysis. Zbl 1284.91450
Lütkepohl, Helmut
1
2004
Transmission of German monetary policy in the pre-Euro period. Zbl 1066.91074
Lütkepohl, Helmut; Wolters, Jürgen
1
2003
Unit root tests for time series with level shifts: a comparison of different proposals. Zbl 1131.91378
Lanne, Markku; Lütkepohl, Helmut
1
2002
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes. Zbl 1109.62349
Saikkonen, Pentti; Lütkepohl, Helmut
1
2000
Testing for time varying parameters in vector autoregressive models. Zbl 0805.62082
Lütkepohl, Helmut
1
1992
Testing for nonnormality of autoregressive time series. Zbl 0726.62145
Lütkepohl, H.; Schneider, W.
1
1989
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions. Zbl 1273.62276
Lütkepohl, Helmut
1
1985
The optimality of rational distributed lags: A comment. Zbl 0546.90021
Lütkepohl, Helmut
1
1984
Non-linear least squares estimation under nonlinear equality constraints. Zbl 1273.62150
Lütkepohl, Helmut
1
1983
Differencing multiple time series: Another look at Canadian money and income data. Zbl 0506.62071
Luetkepohl, Helmut
1
1982
Discounted polynomials for multiple time series model building. Zbl 0488.62067
Luetkepohl, Helmut
1
1982
A model for non-negative and non-positive distributed lag functions. Zbl 0469.62093
Lütkepohl, Helmut
1
1981
Slices for proper actions of non-compact Lie groups. Zbl 0417.57022
Abels, Herbert; Lütkepohl, Helmut
1
1977
Structural vector autoregressive analysis. Zbl 1377.62005
Kilian, Lutz; Lütkepohl, Helmut
13
2017
Structural vector autoregressions with smooth transition in variances. Zbl 1401.91505
Lütkepohl, Helmut; Netšunajev, Aleksei
1
2017
Testing for identification in SVAR-GARCH models. Zbl 1401.91469
Lütkepohl, Helmut; Milunovich, George
3
2016
Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks. Zbl 1312.62108
Herwartz, Helmut; Lütkepohl, Helmut
7
2014
Reducing confidence bands for simulated impulse responses. Zbl 1416.62508
Lütkepohl, Helmut
2
2013
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity. Zbl 1290.62075
Herwartz, Helmut; Lütkepohl, Helmut
2
2011
Structural vector autoregressions with Markov switching. Zbl 1181.62136
Lanne, Markku; Lütkepohl, Helmut; Maciejowska, Katarzyna
12
2010
Structural vector autoregressions with nonnormal residuals. Zbl 1198.62100
Lanne, Markku; Lütkepohl, Helmut
8
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
2
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
2
2008
Problems related to over-identifying restrictions for structural vector error correction models. Zbl 1255.91364
Lütkepohl, Helmut
1
2008
General-to-specific or specific-to-general modelling? An opinion on current econometric terminology. Zbl 1418.62510
Lütkepohl, Helmut
3
2007
New introduction to multiple time series analysis. Corrected 2nd printing. Zbl 1141.62071
Lütkepohl, Helmut
19
2006
Residual autocorrelation testing for vector error correction models. Zbl 1418.62304
Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti
7
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
5
2006
Structural vector autoregressive analysis for cointegrated variables. Zbl 1102.62097
Lütkepohl, Helmut
2
2006
New introduction to multiple time series analysis. Zbl 1072.62075
Lütkepohl, Helmut
198
2005
A note on testing restrictions for the cointegration parameters of a VAR with \(I(2)\) variables. Zbl 1074.62057
Johansen, Søren; Lütkepohl, Helmut
1
2005
Applied times series econometrics. Zbl 1076.62119
Lütkepohl, Helmut (ed.); Krätzig, Markus (ed.)
15
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
10
2004
Recent advances in cointegration analysis. Zbl 1284.91450
Lütkepohl, Helmut
1
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
3
2003
Transmission of German monetary policy in the pre-Euro period. Zbl 1066.91074
Lütkepohl, Helmut; Wolters, Jürgen
1
2003
Testing for a unit root in a time series with a level shift at unknown time. Zbl 1109.62348
Saikkonen, Pentti; Lütkepohl, Helmut
10
2002
Comparison of unit root tests for time series with level shifts. Zbl 1112.62095
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti
6
2002
Unit root tests for time series with level shifts: a comparison of different proposals. Zbl 1131.91378
Lanne, Markku; Lütkepohl, Helmut
1
2002
A review of systems cointegration tests. Zbl 1044.62120
Hubrich, Kirstin; Lütkepohl, Helmut; Saikkonen, Pentti
17
2001
Testing for unit roots in time series with level shifts. Zbl 1100.62090
Saikkonen, Pentti; Lütkepohl, Helmut
7
2001
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. Zbl 0995.62077
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten
7
2001
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems. Zbl 1006.91514
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen
6
2001
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models. Zbl 1056.91544
Candelon, B.; Lütkepohl, H.
3
2001
Testing for the cointegrating rank of a VAR process with a time trend. Zbl 0970.62055
Lütkepohl, Helmut; Saikkonen, Pentti
17
2000
Testing for the cointegrating rank of a VAR process with an intercept. Zbl 1054.62585
Saikkonen, Pentti; Lütkepohl, Helmut
13
2000
Problems related to confidence intervals for impulse responses of autoregressive processes. Zbl 0962.62080
Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H.
11
2000
Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process. Zbl 0974.62076
Saikkonen, Pentti; Lütkepohl, Helmut
10
2000
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes. Zbl 1109.62349
Saikkonen, Pentti; Lütkepohl, Helmut
1
2000
Local power of likelihood ratio tests for the cointegrating rank of a VAR process. Zbl 0934.62093
Saikkonen, Pentti; Lütkepohl, Helmut
13
1999
A lag augmentation test for the cointegrating rank of a VAR process. Zbl 0917.90061
Lütkepohl, Helmut; Saikkonen, Pentti
2
1999
A review of nonparametric time series analysis. Zbl 0887.62043
Härdle, Wolfgang; Lütkepohl, Helmut; Chen, Rong
28
1997
Impulse response analysis in infinite order cointegrated vector autoregressive processes. Zbl 0922.62118
Lütkepohl, Helmut; Saikkonen, Pentti
12
1997
Modified Wald tests under nonregular conditions. Zbl 0899.62026
Lütkepohl, Helmut; Burda, Maike M.
12
1997
Analysis of cointegrated VARMA processes. Zbl 0915.62096
Lütkepohl, Helmut; Claessen, Holger
7
1997
Handbook of matrices. Zbl 0856.15001
Lütkepohl, Helmut
119
1996
Making Wald tests work for cointegrated VAR systems. Zbl 0893.62085
Dolado, Juan J.; Lütkepohl, Helmut
23
1996
Specification of varying coefficient time series models via generalized flexible least squares. Zbl 0834.62087
Lütkepohl, Helmut; Herwartz, Helmut
4
1996
Testing for nonzero impulse responses in vector autoregressive processes. Zbl 0849.62050
Lütkepohl, Helmut
3
1996
Introduction to multiple time series analysis. 2nd ed. Zbl 0835.62075
Lütkepohl, Helmut
59
1993
Testing for causation between two variables in higher-dimensional VAR models. Zbl 0823.90017
Lütkepohl, Helmut
9
1993
Impulse response analysis of cointegrated systems. Zbl 0756.90021
Lütkepohl, Helmut; Reimers, Hans-Eggert
15
1992
Granger-causality in cointegrated VAR processes. The case of the term structure. Zbl 0775.62238
Lütkepohl, Helmut; Reimers, Hans-Eggert
4
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.)
2
1992
Testing for time varying parameters in vector autoregressive models. Zbl 0805.62082
Lütkepohl, Helmut
1
1992
Introduction to multiple time series analysis. Zbl 0729.62085
Lütkepohl, Helmut
59
1991
Measures of multivariate skewness and kurtosis for tests of nonnormality. Zbl 0727.62061
Lütkepohl, H.; Theilen, B.
5
1991
A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals. Zbl 0692.62013
Lütkepohl, Helmut
3
1989
Testing for nonnormality of autoregressive time series. Zbl 0726.62145
Lütkepohl, H.; Schneider, W.
1
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
86
1988
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions. Zbl 1273.62276
Lütkepohl, Helmut
1
1985
Linear transformations of vector ARMA processes. Zbl 0555.62072
Lütkepohl, Helmut
15
1984
Linear aggregation of vector autoregressive moving average processes. Zbl 1273.62215
Lütkepohl, Helmut
4
1984
The optimality of rational distributed lags: A comment. Zbl 0546.90021
Lütkepohl, Helmut
1
1984
Non-linear least squares estimation under nonlinear equality constraints. Zbl 1273.62150
Lütkepohl, Helmut
1
1983
Differencing multiple time series: Another look at Canadian money and income data. Zbl 0506.62071
Luetkepohl, Helmut
1
1982
Discounted polynomials for multiple time series model building. Zbl 0488.62067
Luetkepohl, Helmut
1
1982
A model for non-negative and non-positive distributed lag functions. Zbl 0469.62093
Lütkepohl, Helmut
1
1981
Approximation of arbitrary distributed lag structures by a modified polynomial lag: An extension. Zbl 0466.62110
Lütkepohl, Helmut
3
1980
Slices for proper actions of non-compact Lie groups. Zbl 0417.57022
Abels, Herbert; Lütkepohl, Helmut
1
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

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