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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kumbhakar, Subal"
~person:"Lütkepohl, Helmut"
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Kumbhakar, Subal
Lütkepohl, Helmut
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Journal of economic dynamics & control
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Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
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2
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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