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person:"Kapetanios, George"
~isPartOf:"Economics letters"
~person:"Hecq, Alain W. J."
~subject:"Cointegration"
~subject:"Estimation theory"
~subject:"VAR model"
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Kapetanios, George
Hecq, Alain W. J.
Hassler, Uwe
6
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3
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3
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1
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
2
Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del
;
Hecq, Alain W. J.
- In:
Economics letters
149
(
2016
),
pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
Saved in:
3
Nowcasting causality in mixed frequency vector autoregressive models
Götz, Thomas B.
;
Hecq, Alain W. J.
- In:
Economics letters
122
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010393951
Saved in:
4
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
5
Unit root tests with level shift in the presence of GARCH
Hecq, Alain W. J.
- In:
Economics letters
49
(
1995
)
2
,
pp. 125-130
Persistent link: https://www.econbiz.de/10001188279
Saved in:
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