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subject:"Innovation"
~isPartOf:"Economics letters"
~person:"Dezhbakhsh, Hashem"
~person:"Hecq, Alain W. J."
~person:"Lütkepohl, Helmut"
~subject:"Konjunktur"
~subject:"Prewar US time series"
~subject:"Time series analysis"
~subject:"VAR model"
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Innovation
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Theorie
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11
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7
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Dezhbakhsh, Hashem
Hecq, Alain W. J.
Lütkepohl, Helmut
Franses, Philip Hans
9
Hassler, Uwe
5
Schmidt, Peter
5
Fève, Patrick
4
Lee, Junsoo
4
Peel, David
4
Sibbertsen, Philipp
4
Chen, Zhanshou
3
Choi, In
3
Cubadda, Gianluca
3
Gonzalo, Jesús
3
Lambertini, Luca
3
Lee, Hahn-shik
3
Lee, Oesook
3
Mukherjee, Arijit
3
Newbold, Paul
3
Shin, Yongcheol
3
Wright, Jonathan H.
3
Yang, Minxian
3
Ōgaki, Masao
3
Abeysinghe, Tilak
2
Amsler, Christine Elaine
2
Bewley, Ronald A.
2
Blackburn, Keith
2
Breitung, Jörg
2
Butler, John S.
2
Camacho, Maximo
2
Caraiani, Petre
2
Carriero, Andrea
2
Chambers, Marcus J.
2
Chu, Angus C.
2
Cozzi, Guido
2
Crato, Nuno
2
Eroğlu, Burak Alparslan
2
Gadea, María Dolores
2
Giles, David E. A.
2
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Economics letters
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Discussion papers of interdisciplinary research project 373
16
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DIW Berlin Discussion Paper
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic modelling
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Economics discussion papers
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Empirica : journal of european economics
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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1
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
- In:
Economics letters
213
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013442120
Saved in:
2
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
3
Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del
;
Hecq, Alain W. J.
- In:
Economics letters
149
(
2016
),
pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
Saved in:
4
Nowcasting causality in mixed frequency vector autoregressive models
Götz, Thomas B.
;
Hecq, Alain W. J.
- In:
Economics letters
122
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010393951
Saved in:
5
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
- In:
Economics letters
99
(
2008
)
3
,
pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
Saved in:
6
Macro-panels and reality
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Economics letters
99
(
2008
)
3
,
pp. 537-540
Persistent link: https://www.econbiz.de/10003726244
Saved in:
7
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Economics letters
75
(
2002
)
1
,
pp. 109-114
Persistent link: https://www.econbiz.de/10001650898
Saved in:
8
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
- In:
Economics letters
73
(
2001
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
Saved in:
9
On non-contemporaneous short-run co-movements
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Economics letters
73
(
2001
)
3
,
pp. 389-397
Persistent link: https://www.econbiz.de/10001635107
Saved in:
10
A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Economics letters
63
(
1999
)
1
,
pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
Saved in:
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