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Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
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2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
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2
Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
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2015
Persistent link: https://www.econbiz.de/10010514606
Saved in:
3
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates
Han, Heejoon
;
Kristensen, Dennis
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2012
Persistent link: https://www.econbiz.de/10009537600
Saved in:
4
The econometrics of financial comovement
Silde, Erkki
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2017
Persistent link: https://www.econbiz.de/10011638898
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5
Bayesian analysis of latent variable models in finance
Barra, István
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2016
Persistent link: https://www.econbiz.de/10011534212
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