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~isPartOf:"Journal of economic dynamics & control"
~person:"Lütkepohl, Helmut"
~person:"Swanson, Norman R."
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~subject:"Statistical inference"
~subject:"Time series analysis"
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Journal of economic dynamics & control
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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
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