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subject:"United States"
type_genre:"Arbeitspapier"
~person:"Croux, Christophe"
~subject:"VAR model"
~type_genre:"Non-commercial literature"
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VAR model
Estimation theory
34
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Croux, Christophe
Lütkepohl, Helmut
34
Kilian, Lutz
20
Staszewska-Bystrova, Anna
15
Winker, Peter
15
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11
Sentana, Enrique
10
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9
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9
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7
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7
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Fiorentini, Gabriele
6
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6
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6
Theodoridis, Konstantinos
6
Vella, Francis
6
Zadrozny, Peter A.
6
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5
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5
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5
Issler, João Victor
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Peng, Bin
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4
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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ECONIS (ZBW)
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1
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
2
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
3
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
4
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
5
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003624500
Saved in:
6
Robust estimation of the vector autoregressive model by a trimmed least squares procedure
Joossens, Kristel
;
Croux, Christophe
-
2004
Persistent link: https://www.econbiz.de/10002624169
Saved in:
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