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type_genre:"Graue Literatur"
type_genre:"Survey"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~subject:"VAR-Modell"
~type_genre:"Aufsatzsammlung"
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Generalized impulse responses of vector autoregressions with time-varying coefficients
Neumann, Thorsten
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2001
Persistent link: https://www.econbiz.de/10001598268
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Estimation of a multivariate cointegrated time series model with conditionally heteroskedastic disturbances
Carstensen, Kai
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1999
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(Rev. version)
Persistent link: https://www.econbiz.de/10001465498
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