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subject:"Estimation theory"
subject:"Share price"
~person:"Croux, Christophe"
~isPartOf:"Journal of econometric methods"
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Estimation theory
Share price
Schock
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Schätztheorie
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Shock
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Time series analysis
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VAR model
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VAR-Modell
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Croux, Christophe
Bera, Anil K.
4
Montes-Rojas, Gabriel
3
Doğan, Osman
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Galvão Júnior, Antônio Fialho
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Shum, Matthew
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Taṣpınar, Süleyman
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Journal of econometric methods
KBI
24
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Tinbergen Institute
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Discussion paper series / Center for Economic Studies, Leuven
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Energy economics
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European journal of operational research : EJOR
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of retailing
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Metrika : international journal for theoretical and applied statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Linearly transforming variables in the VAR model, how does it change the impulse response?
Reusens, Peter
;
Croux, Christophe
- In:
Journal of econometric methods
7
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011945885
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