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~subject:"VAR model"
~type_genre:"Bibliografie enthalten"
~type_genre:"Sammlung"
~type_genre:"Textbook"
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1
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
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2
Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo
-
2018
Persistent link: https://www.econbiz.de/10011947781
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3
Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
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4
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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5
Time series econometrics
Neusser, Klaus
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2016
Persistent link: https://www.econbiz.de/10011485298
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6
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
7
How to solve the price puzzle? : a meta-analysis
Rusnak, Marek
;
Havránek, Tomáš
;
Horváth, Roman
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10009715116
Saved in:
8
How to solve the price puzzle? : A meta-analysis
Rusnák, Marek
;
Havránek, Tomáš
;
Horváth, Roman
-
2011
Persistent link: https://www.econbiz.de/10009422777
Saved in:
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