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~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"mul"
~language:"spa"
~person:"Lütkepohl, Helmut"
~subject:"Conditional heteroskedasticity"
~type_genre:"Article in journal"
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Conditional heteroskedasticity
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Lütkepohl, Helmut
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Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
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2
Testing for identification in SVAR-GARCH models
Lütkepohl, Helmut
;
Milunovich, George
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 241-258
Persistent link: https://www.econbiz.de/10011709107
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