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~person:"Athanasopoulos, George"
~person:"Mignon, Valérie"
~subject:"1974-2007"
~subject:"VAR model"
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Search: subject_exact:"Autoregressive+integrated+moving+average"
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Athanasopoulos, George
Mignon, Valérie
Baumeister, Christiane
4
Lütkepohl, Helmut
4
Vahid, Farshid
4
Chan, Joshua
3
Dufour, Jean-Marie
3
Kapetanios, George
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Kilian, Lutz
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Asai, Manabu
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Gouriéroux, Christian
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McAleer, Michael
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Monfort, Alain
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Moshiri, Saeed
2
Neusser, Klaus
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Pfaff, Bernhard
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Raghavan, Mala
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Renne, Jean-Paul
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Silvapulle, Paramsothy
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Yao, Wenying
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Adongo, Jonathan
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Alj, Abdelkamel
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Alonso-Rodriguez, Agustin
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Charfeddine, Lanouar
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The Canadian journal of economics
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1
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
-
2014
Persistent link: https://www.econbiz.de/10010409867
Saved in:
2
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
3
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
- In:
The Canadian journal of economics
49
(
2016
)
1
,
pp. 347-373
Persistent link: https://www.econbiz.de/10011597465
Saved in:
4
A complete VARMA modelling methodology based on scalar components
Athanasopoulos, George
;
Vahid, Farshid
-
2006
Persistent link: https://www.econbiz.de/10003301178
Saved in:
5
VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 237-252
Persistent link: https://www.econbiz.de/10003675729
Saved in:
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