Structural Vector...
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Likelihood-Based Inference in...
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ARCH Models for Financial...
Evdokia Xekalaki,
Stavros Degiannakis
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Models for Dependent Time...
Granville Tunnicliffe Wilson,
Marco Reale
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The Cointegrated Var Model:...
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Model Reduction Methods for...
Ralf Br?ggemann
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