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~isPartOf:"Economics letters"
~person:"Lütkepohl, Helmut"
~subject:"Schock"
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Schock
Estimation
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Heteroscedasticity
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Heteroskedastizität
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Shock
2
Structural vector autoregression
2
Time series analysis
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VAR model
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Bayes-Statistik
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Bayesian inference
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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
Adra, Samer
3
Fève, Patrick
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James, Jonathan G.
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Lawler, Phillip
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Wohltmann, Hans-Werner
3
Alfarano, Simone
2
Blanco Arroyo, Omar
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Castelnuovo, Efrem
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Centoni, Marco
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Fontaine, Idriss
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Guérin, Pierre
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Kamber, Güneş
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Kim, Bae-Geun
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Kim, So-yŏng
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Kriwoluzky, Alexander
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Menassa, Elie
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Abdoh, Hussein
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Economics letters
Discussion papers / Deutsches Institut für Wirtschaftsforschung
16
EUI working paper / ECO
5
Journal of economic dynamics & control
4
CESifo working papers
3
DIW Berlin Discussion Paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
SFB 649 discussion paper
2
Discussion papers of interdisciplinary research project 373
1
Essays in nonlinear time series econometrics
1
Journal of applied econometrics
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Journal of econometrics
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Journal of economic surveys
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Journal of money, credit and banking : JMCB
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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
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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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