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type_genre:"Collection of articles of several authors"
~isPartOf:"Econometric theory"
~person:"Lütkepohl, Helmut"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Collection of articles of several authors
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Lütkepohl, Helmut
Linton, Oliver
8
Lee, Lung-fei
7
Saikkonen, Pentti
7
Phillips, Peter C. B.
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
Park, Joon Y.
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Wooldridge, Jeffrey M.
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Chen, Xiaohong
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Davidson, James E. H.
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Fan, Yanqin
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Knight, John L.
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Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Donald, Stephen G.
3
Ghysels, Eric
3
Kuan, Chung-ming
3
Li, Qi
3
Lieberman, Offer
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Nabeya, Seiji
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2
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2
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2
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2
Broze, Laurence
2
Caner, Mehmet
2
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2
Dastoor, Naorayex K.
2
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2
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3
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1
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ECONIS (ZBW)
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Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
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2
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:
3
Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Lütkepohl, Helmut
- In:
Econometric theory
4
(
1988
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001049386
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