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~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"mul"
~language:"spa"
~person:"Lütkepohl, Helmut"
~subject:"Conditional heteroskedasticity"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Conditional heteroskedasticity
Zeitreihenanalyse
VAR model
5
VAR-Modell
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Structural vector autoregression
4
Estimation theory
3
Heteroscedasticity
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Heteroskedastizität
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Lütkepohl, Helmut
Chan, Joshua
4
Aguiar-Conraria, Luís
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Berger, Tino
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Everaert, Gerdie
2
Kapetanios, George
2
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Journal of economic dynamics & control
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
2
Structural vector autoregressions with smooth transition in variances
Lütkepohl, Helmut
;
Netšunajev, Aleksei
- In:
Journal of economic dynamics & control
84
(
2017
),
pp. 43-57
Persistent link: https://www.econbiz.de/10011916171
Saved in:
3
Testing for identification in SVAR-GARCH models
Lütkepohl, Helmut
;
Milunovich, George
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 241-258
Persistent link: https://www.econbiz.de/10011709107
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