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subject:"Kapitaleinkommen"
subject:"Portfolio selection"
~isPartOf:"Economics letters"
~person:"Balduzzi, Pierluigi"
~person:"Lütkepohl, Helmut"
~subject:"VAR model"
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Kapitaleinkommen
Portfolio selection
VAR model
Estimation
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Heteroskedastizität
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Schock
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Shock
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Structural vector autoregression
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Bayes-Statistik
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Identification through heteroskedasticity
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Proxy VAR
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Balduzzi, Pierluigi
Lütkepohl, Helmut
Österholm, Pär
3
Caraiani, Petre
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Dergiades, Theologos
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Gupta, Rangan
2
Karlsson, Sune
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Kurz-Kim, Jeong-Ryeol
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Panagiōtidēs, Theodōros
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Potì, Valerio
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Economics letters
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
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ECONIS (ZBW)
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Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
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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
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3
Stock returns, inflation, and the 'proxy hypothesis' : a new look at the data
Balduzzi, Pierluigi
- In:
Economics letters
48
(
1995
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10001185468
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