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person:"Lütkepohl, Helmut"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~person:"Gil-Alaña, Luis A."
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Lütkepohl, Helmut
Gil-Alaña, Luis A.
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Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
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