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person:"Gonçalves, Sílvia"
~person:"Kim, Dukpa"
~person:"Rombouts, Jeroen V. K."
~person:"Saikkonen, Pentti"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
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Gonçalves, Sílvia
Kim, Dukpa
Rombouts, Jeroen V. K.
Saikkonen, Pentti
Lütkepohl, Helmut
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Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
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2
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Kim, Dukpa
- In:
Economics letters
123
(
2014
)
3
,
pp. 282-286
Persistent link: https://www.econbiz.de/10010401375
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