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~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Hecq, Alain W. J."
~person:"Minford, Patrick"
~subject:"Zeitreihenanalyse"
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Gil-Alaña, Luis A.
Hecq, Alain W. J.
Minford, Patrick
Koopman, Siem Jan
2
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Oxford bulletin of economics and statistics
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Dimension reduction for high-dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1123-1152
Persistent link: https://www.econbiz.de/10013468551
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2
Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
4
,
pp. 511-532
Persistent link: https://www.econbiz.de/10001522143
Saved in:
3
Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
4
,
pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
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