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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~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:"Marketing management"
~subject:"Profitability"
~subject:"Schock"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Working Paper"
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749
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166
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152
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152
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82
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70
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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.
Härdle, Wolfgang
65
Pesaran, M. Hashem
58
Phillips, Peter C. B.
52
Gouriéroux, Christian
47
Franses, Philip Hans
46
Andrews, Donald W. K.
42
Newey, Whitney K.
41
Imbens, Guido
34
Swanson, Norman R.
33
Andersen, Torben M.
29
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Fève, Patrick
27
Robinson, Peter M.
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Snower, Dennis J.
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Agénor, Pierre-Richard
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Baltagi, Badi H.
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Christiano, Lawrence J.
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Li, Qi
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Liu, Zheng
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Stahlecker, Peter
26
Diebold, Francis X.
25
Horowitz, Joel
25
Kohn, Robert
25
Zanetti, Francesco
25
Bera, Anil K.
24
Granger, C. W. J.
24
Maravall Herrero, Agustín
24
Ohtani, Kazuhiro
24
Zha, Tao
24
Devereux, Michael B.
23
Pagan, Adrian R.
23
Robert, Christian P.
22
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22
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17
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11
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9
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6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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5
Working papers in quantitative economics and econometrics
5
Cahier / Département de Sciences Économiques, Université de Montréal
4
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4
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4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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4
Oxford bulletin of economics and statistics
4
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ECONIS (ZBW)
214
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41
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
42
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
43
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
44
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
45
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
46
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
6
,
pp. 1131-1149
Persistent link: https://www.econbiz.de/10003745912
Saved in:
47
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003364334
Saved in:
48
Alternative procedures for estimating vector autoregressions identified with long-run restrictions
Christiano, Lawrence J.
;
Vigfusson, Robert J.
; …
- In:
Journal of the European Economic Association
4
(
2006
)
2/3
,
pp. 475-483
Persistent link: https://www.econbiz.de/10003353466
Saved in:
49
Nominal rigidities and the dynamic effects of a shock to monetary policy
Christiano, Lawrence J.
;
Eichenbaum, Martin S.
;
Evans, …
- In:
Journal of political economy
113
(
2005
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10002632156
Saved in:
50
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Saved in:
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