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subject:"Einheitswurzeltest"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"SFB 649 discussion paper"
~person:"Kapetanios, George"
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Kapetanios, George
Härdle, Wolfgang
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A time-varying parameter structural model of the UK economy
Kapetanios, George
;
Masolo, Riccardo M.
;
Petrova, Katerina
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012131985
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2
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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