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Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility. (2008). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
In: Discussion Papers.
RePEc:kud:kuiedp:0834.

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  1. Bootstrapping Non-Stationary Stochastic Volatility. (2019). Cavaliere, Giuseppe ; Boswijk, H. Peter ; Rahbek, Anders ; Georgiev, Iliyan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20190083.

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  2. Adaptive Testing for Cointegration with Nonstationary Volatility. (2019). Boswijk, H. Peter ; Zu, Yang.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20190043.

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  3. Inference for Impulse Responses under Model Uncertainty. (2019). Smeekes, Stephan ; Lieb, Lenard.
    In: Papers.
    RePEc:arx:papers:1709.09583.

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  4. Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard.
    In: Research Memorandum.
    RePEc:unm:umagsb:2017022.

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  5. Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas .
    In: Statistical Papers.
    RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

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  6. Using the Autoregressive Model for the Economic Forecast during the Period 2014- 2018. (2016). Anghelache, Constantin ; Dima, Ioan Constantin .
    In: Romanian Statistical Review Supplement.
    RePEc:rsr:supplm:v:64:y:2016:i:1:p:21-31.

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  7. Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis. (2014). Plödt, Martin ; Herwartz, Helmut ; Plodt, Martin .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100326.

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  8. Desalinhamentos Cambiais, Interdependência, Crises, Guerras cambiais: Uma avaliação empírica. (2014). Marçal, Emerson ; FernandesMaral, Emerson .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:68:y:2014:i:2:a:9677.

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  9. Desalinhamentos Cambiais, Interdependência, Crises, Guerras cambiais: Uma avaliação empírica. (2014). FernandesMaral, Emerson .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:68:n:2:a:5.

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  10. Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions. (2013). Taylor, Robert ; Cavaliere, Giuseppe ; Boswijk, H. Peter ; A. M. Robert Taylor, ; Rahbek, Anders.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130187.

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  11. Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions. (2013). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, H. Peter ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:kud:kuiedp:1313.

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  12. Exchange rate misalignments, interdependence, crises, and currency wars: an empirical assessment. (2013). Marçal, Emerson ; FernandesMaral, Emerson .
    In: Textos para discussão.
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  13. Levado pelos Fundamentos? Estimando o Desalinhamento Cambial Norte-Americano a partir de Técnicas de Cointegração. (2011). Marçal, Emerson ; FernandesMaral, Emerson ; Ribeiro, Priscila Fernandes .
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  14. “Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”. (2010). Marçal, Emerson ; Barbi, Fernando ; FernandesMaral, Emerson .
    In: Working Papers.
    RePEc:fea:wpaper:10-2010.

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  15. Bootstrap Sequential Determination of the Co-integration Rank in VAR Models. (2010). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
    In: CREATES Research Papers.
    RePEc:aah:create:2010-07.

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  16. Cyclicality and Term Structure of Value-at-Risk in Europe. (2009). Gollier, Christian ; Bec, Frédérique.
    In: TSE Working Papers.
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  17. Cyclicality and Term Structure of Value-at-Risk in Europe. (2009). Gollier, Christian ; Bec, Frédérique.
    In: IDEI Working Papers.
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  18. Monetary Independence under Floating Exchange Rates: Evidence Based on International Breakeven Inflation Rates. (2009). Herwartz, Helmut ; Roestel, Jan.
    In: Studies in Nonlinear Dynamics & Econometrics.
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  19. Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order. (2009). Trenkler, Carsten ; Kascha, Christian.
    In: Working Paper.
    RePEc:bno:worpap:2009_12.

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    In: Working Papers.
    RePEc:qed:wpaper:1036.

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  45. Repatriation Taxes and Dividend Distortions. (2001). Hines, James ; Foley, Fritz C. ; Desai, Mihir A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8507.

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  46. Evaluation of a three-step method for choosing the number of bootstrap repetitions. (2001). Buchinsky, Moshe ; Andrews, Donald.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:103:y:2001:i:1-2:p:345-386.

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  47. An Unbiased and Powerful Test for Superior Predictive Ability. (2001). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2001-06.

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  48. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?. (2001). Lunde, Asger ; Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2001-04.

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  49. A NONPARAMETRIC HYPOTHESIS TEST VIA THE BOOTSTRAP RESAMPLING. (2001). Temel, Tugrul.
    In: 2001 Annual meeting, August 5-8, Chicago, IL.
    RePEc:ags:aaea01:20600.

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  50. Finite Sample Properties of One-Step, Two-Step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation. (2000). Inkmann, Joachim.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0332.

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