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~isPartOf:"Economics letters"
~person:"Lütkepohl, Helmut"
~subject:"Börsenkurs"
~subject:"Estimation"
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Börsenkurs
Estimation
Heteroscedasticity
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Heteroskedastizität
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Schock
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Shock
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Structural vector autoregression
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Bayes-Statistik
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Crude oil market
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Heteroskedastic VAR
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Identification through heteroskedasticity
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Oil market
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Oil price
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Proxy VAR
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Structural shocks
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Lütkepohl, Helmut
Alfarano, Simone
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Blanco Arroyo, Omar
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Economics letters
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
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Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
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