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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Forecasting model"
~subject:"United States"
~subject:"VAR model"
~subject:"heteroskedasticity"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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EUI working paper / ECO
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Discussion papers of interdisciplinary research project 373
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DIW Berlin Discussion Paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Themes in modern econometrics
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A companion to economic forecasting
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Testing for the cointegrating rank of a var process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 647-662
Persistent link: https://www.econbiz.de/10001978069
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