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Jump to: 2014 | 2013
Number of items: 4.

2014

Weigand, Roland (2014) Matrix Box-Cox Models for Multivariate Realized Volatility. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 478, Working Paper.
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Tschernig, Rolf and Weber, Enzo and Weigand, Roland (2014) Long- versus medium-run identification in fractionally integrated VAR models. Economics Letters 122 (2), pp. 299-302.
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2013

Tschernig, Rolf and Weber, Enzo and Weigand, Roland (2013) Long-run Identification in a Fractionally Integrated System. Journal of Business and Economic Statistics 31 (4), pp. 438-450. Fulltext not available.

Tschernig, Rolf and Weber, Enzo and Weigand, Roland (2013) Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 471, Working Paper, University of Regensburg, Regensburg.
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