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subject:"Share price"
subject:"Stock index"
~isPartOf:"Journal of econometrics"
~person:"Lütkepohl, Helmut"
~person:"Timmermann, Allan"
~subject:"Kapitalstruktur"
~subject:"Theory"
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Lütkepohl, Helmut
Timmermann, Allan
Todorov, Viktor
11
Tauchen, George Eugene
7
Koop, Gary
5
Li, Jia
5
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4
Aït-Sahalia, Yacine
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Journal of econometrics
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6
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1
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
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2
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
3
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
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