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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"Cointegration"
~subject:"Share price"
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Working Paper"
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Self-generating variables in a cointegrated VAR framework
Granger, C. W. J.
;
Yoon, Gawon
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2001
Persistent link: https://www.econbiz.de/10001574554
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Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
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2000
Persistent link: https://www.econbiz.de/10001500668
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The Johansen-Granger representation theorem : an explicit expression for I(1) processes
Hansen, Peter Reinhard
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2000
Persistent link: https://www.econbiz.de/10001495712
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4
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
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1999
Persistent link: https://www.econbiz.de/10001395161
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