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type_genre:"Government document"
~type_genre:"Collection of articles of several authors"
~type_genre:"Systematic review"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Homoscedasticity"
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SVAR identification from higher moments : has the simultaneous causality problem been solved?
Olea, José Luis Montiel
;
Plagborg-Møller, Mikkel
; …
- In:
AEA papers and proceedings
112
(
2022
),
pp. 481-485
Persistent link: https://www.econbiz.de/10013254288
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2
Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore
-
2019
Persistent link: https://www.econbiz.de/10012173758
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3
Essays on asset prices and macroeconomic fundamentals
Chen, Wenjuan
-
2013
Persistent link: https://www.econbiz.de/10010222480
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4
Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Kourogenis, Nikolaos
;
Pittis, Nikitas
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 88-108
Persistent link: https://www.econbiz.de/10008990458
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5
Applied time series econometrics
Lütkepohl, Helmut
(
ed.
);
Krätzig, Markus
(
contributor
)
-
2009
-
Transferred to digital printing
Persistent link: https://www.econbiz.de/10009702029
Saved in:
6
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488010
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