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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of economic dynamics & control"
~person:"Basu, Susanto"
~person:"Gupta, Rangan"
~person:"Lütkepohl, Helmut"
~person:"Pesaran, M. Hashem"
~subject:"Share price"
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Basu, Susanto
Gupta, Rangan
Lütkepohl, Helmut
Pesaran, M. Hashem
Ireland, Peter N.
3
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3
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1
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
2
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
3
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
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