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~isPartOf:"Economics letters"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of econometrics"
~person:"Chan, Joshua"
~subject:"Cointegration"
~subject:"Estimation"
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Search: subject_exact:"VARMA model"
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Cointegration
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Chan, Joshua
Lütkepohl, Helmut
8
Saikkonen, Pentti
4
Johansen, Søren
3
Koop, Gary
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Mustofa Usman
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Paruolo, Paolo
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Economics letters
International Journal of Energy Economics and Policy : IJEEP
Journal of econometrics
CAMA working paper series
5
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
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