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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Pesaran, M. Hashem"
~subject:"Time series analysis"
~subject:"United States"
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Impulse response analysis in nonlinear multivariate models
Koop, Gary
;
Pesaran, M. Hashem
;
Potter, Simon M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 119-147
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