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A test for second order stationarity of a multivariate time series
Jentsch, Carsten
;
Subba Rao, Suhasini
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
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Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
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On the validity of Akaike's identity for random fields
Jentsch, Carsten
;
Meyer, Marco
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 676-687
Persistent link: https://www.econbiz.de/10012619774
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