Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2010.03.005 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.005 / rank
 
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Latest revision as of 02:32, 10 December 2024

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Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables
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    Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (English)
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    4 August 2016
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    cointegration
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    vector autoregression
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    rare events
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    impulse response
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