Nationality German Role Author | Name Helmut Lutkepohl Fields Econometrics | |
Born 26 July 1951 (age 73) ( 1951-07-26 ) Institution Free University of BerlinGerman Institute for Economic Research Books Introduction to multiple time serie, Handbook of Matrices, Forecasting aggregated vector AR, Making Wald Tests Work for | ||
Helmut Lütkepohl (born 26 July 1951) is a German econometrician specializing in time series analysis. Since January 2012, he is Bundesbank Professor in the field of "Methods of Empirical Economics" at the Free University of Berlin and Dean of the Graduate Center at the German Institute for Economic Research.
After a diplom (1977) and doctorate (1981) from Bielefeld University, Lütkepohl was a Visiting Assistant Professor at the University of California, San Diego (1984–85). He became Professor of Statistics at the University of Kiel in 1987, and later moved on to become Professor of Econometrics at Humboldt University of Berlin.
Lütkepohl has been on the editorial boards of several scientific journals like Econometric Theory, Journal of Econometrics, Journal of Applied Econometrics, Macroeconomic Dynamics, Empirical Economics, and Econometric Reviews, and has published numerous papers in academic journals. He is the author, co-author and editor of many books, like Handbook of Matrices (Wiley, 1996), Applied Time Series Econometrics (Cambridge University Press, 2004) and New Introduction to Multiple Time Series Analysis (Springer, 2005).