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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Journal of econometrics"
~person:"Clark, Todd E."
~person:"Dufour, Jean-Marie"
~person:"Eichenbaum, Martin S."
~person:"Giles, David E. A."
~person:"King, Maxwell L."
~person:"Lütkepohl, Helmut"
~person:"McAleer, Michael"
~person:"Weber, Jürgen"
~person:"Zakoïan, Jean-Michel"
~person:"Zimmermann, Klaus F."
~subject:"Markov-Kette"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Working Paper"
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Markov-Kette
Theorie
42
Theory
42
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11
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8
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8
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8
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Clark, Todd E.
Dufour, Jean-Marie
Eichenbaum, Martin S.
Giles, David E. A.
King, Maxwell L.
Lütkepohl, Helmut
McAleer, Michael
Weber, Jürgen
Zakoïan, Jean-Michel
Zimmermann, Klaus F.
Chib, Siddhartha
6
Koop, Gary
6
Billio, Monica
3
Li, Yong
3
Steel, Mark F. J.
3
Yu, Jun
3
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2
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2
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2
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2
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2
Hansen, Lars Peter
2
Herwartz, Helmut
2
Jin, Xin
2
Kalli, Maria
2
Kohn, Robert
2
Maheu, John M.
2
Timmermann, Allan
2
Tsionas, Efthymios G.
2
Zeng, Tao
2
Agudze, Komla M.
1
Akram, Muhammad
1
Bauwens, Luc
1
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1
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1
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1
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1
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1
Chan, Joshua
1
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1
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Journal of econometrics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
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Cahier / Département de Sciences Économiques, Université de Montréal
1
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1
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Journal of applied econometrics
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ECONIS (ZBW)
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1
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
2
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
3
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
4
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
5
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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