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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Croux, Christophe"
~person:"Fiorentini, Gabriele"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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VAR-Modell
Estimation theory
56
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Croux, Christophe
Fiorentini, Gabriele
Lütkepohl, Helmut
32
Kilian, Lutz
18
Staszewska-Bystrova, Anna
14
Winker, Peter
14
Inoue, Atsushi
11
Athanasopoulos, George
8
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Benati, Luca
7
Sentana, Enrique
7
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6
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5
Binder, Michael
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Bruns, Martin
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Guillén, Osmani Teixeira de Carvalho
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Issler, João Victor
5
Johansen, Søren
5
Koop, Gary
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Pesaran, M. Hashem
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Benkwitz, Alexander
4
Brüggemann, Ralf
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Cai, Zongwu
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Gambetti, Luca
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Gouriéroux, Christian
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Hecq, Alain W. J.
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Hsiao, Cheng
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Kapetanios, George
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Liu, Xiyuan
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Marcellino, Massimiliano
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Peng, Bin
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ECONIS (ZBW)
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1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
5
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
6
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:
7
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:
8
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
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