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~isPartOf:"Nonparametric dynamic modelling"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Estimation"
~subject:"Schock"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: "Lütkepohl, Helmut"
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Nonparametric dynamic modelling
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Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
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