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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Econometric theory"
~person:"Engle, Robert F."
~person:"Lütkepohl, Helmut"
~subject:"Time series analysis"
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Volatility
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Estimation theory
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Croux, Christophe
Engle, Robert F.
Lütkepohl, Helmut
Phillips, Peter C. B.
7
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
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Cavaliere, Giuseppe
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Chambers, Marcus J.
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Gao, Jiti
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Grégoir, Stéphane
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Seo, Won-Ki
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Breitung, Jörg
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Chen, Xiaohong
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Francq, Christian
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Handbook of econometrics : volume 4
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Handbook of econometrics ; Vol. 4
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The econometrics journal
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Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
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2
Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut
- In:
Econometric theory
7
(
1991
)
4
,
pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
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