Nonlinear Innovations and Impulse Response
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- Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013.
"No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth,"
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- Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "New Information Response Functions," Working papers 235, Banque de France.
- Hujer Reinhard & Grammig Joachim & Kokot Stefan, 2000. "Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 220(6), pages 689-714, December.
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- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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