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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Working paper"
~person:"Lucchetti, Riccardo"
~person:"Rasche, Robert H."
~subject:"Bootstrap-Verfahren"
~subject:"VAR model"
~type_genre:"Arbeitspapier"
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Großbritannien
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Lucchetti, Riccardo
Rasche, Robert H.
Kapetanios, George
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Anderson, Richard G.
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Structure-based SVAR identification
Bacchiocchi, Emanuele
;
Lucchetti, Riccardo
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2015
Persistent link: https://www.econbiz.de/10011765264
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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Anderson, Richard G.
(
contributor
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2006
Persistent link: https://www.econbiz.de/10003740180
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