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subject:"Volatility"
type_genre:"Article in journal"
~person:"Lütkepohl, Helmut"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Conference proceedings"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Volatility
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32
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12
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Lütkepohl, Helmut
Phillips, Peter C. B.
30
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18
Linton, Oliver
18
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16
Kumar, Dilip
16
Taylor, Robert
16
Teräsvirta, Timo
16
Hassler, Uwe
14
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14
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14
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13
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13
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10
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10
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10
Zakoïan, Jean-Michel
10
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9
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9
Hafner, Christian M.
9
Harvey, David I.
9
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9
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9
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ECONIS (ZBW)
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11
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
Saved in:
12
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
13
Modified Wald tests under nonregular conditions
Lütkepohl, Helmut
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10001219971
Saved in:
14
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
15
Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut
- In:
Econometric theory
7
(
1991
)
4
,
pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
Saved in:
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