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type_genre:"Bibliography included"
type_genre:"Publication in honor of a person"
~person:"Fiorentini, Gabriele"
~person:"Gouriéroux, Christian"
~subject:"VAR-Modell"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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VAR-Modell
Estimation theory
68
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18
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18
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10
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Fiorentini, Gabriele
Gouriéroux, Christian
Lütkepohl, Helmut
33
Kilian, Lutz
18
Staszewska-Bystrova, Anna
15
Winker, Peter
15
Inoue, Atsushi
11
Athanasopoulos, George
8
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8
Benati, Luca
7
Sentana, Enrique
7
Koop, Gary
6
Theodoridis, Konstantinos
6
Amengual, Dante
5
Binder, Michael
5
Bruns, Martin
5
Guillén, Osmani Teixeira de Carvalho
5
Issler, João Victor
5
Johansen, Søren
5
Kapetanios, George
5
Marcellino, Massimiliano
5
Peng, Bin
5
Pesaran, M. Hashem
5
Benkwitz, Alexander
4
Brüggemann, Ralf
4
Cai, Zongwu
4
Chan, Joshua
4
Croux, Christophe
4
Hecq, Alain W. J.
4
Hsiao, Cheng
4
Huber, Florian
4
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4
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4
Monfort, Alain
4
Rodriguez, Gabriel
4
Schlaak, Thore
4
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4
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1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
5
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
6
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
7
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
8
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
9
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
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