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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
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Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
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2
Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios
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2011
Persistent link: https://www.econbiz.de/10009238617
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3
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
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4
Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
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2009
Persistent link: https://www.econbiz.de/10003867318
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5
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
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