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~person:"Cavaliere, Giuseppe"
~person:"Hecq, Alain W. J."
~person:"Saikkonen, Pentti"
~person:"Swensen, Anders Rygh"
~subject:"Cointegration"
~type_genre:"Working Paper"
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Search: subject_exact:"VARMA model"
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Cointegration
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33
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13
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Cavaliere, Giuseppe
Hecq, Alain W. J.
Saikkonen, Pentti
Swensen, Anders Rygh
Lütkepohl, Helmut
30
Johansen, Søren
26
Nielsen, Morten Ørregaard
21
Jusélius, Katarina
15
Trenkler, Carsten
14
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8
Benati, Luca
7
Bohn Nielsen, Heino
7
Rahbek, Anders
7
Dijk, Herman K. van
6
Engsted, Tom
6
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6
Belke, Ansgar
5
Carstensen, Kai
5
Guillén, Osmani Teixeira de Carvalho
5
Krolzig, Hans-Martin
5
Kurita, Takamitsu
5
Marcellino, Massimiliano
5
Urbain, Jean-Pierre
5
Velinov, Anton
5
Villani, Mattias
5
Warne, Anders
5
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5
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4
Issler, João Victor
4
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Mangeloja, Esa
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4
Siliverstovs, Boriss
4
Xu, Ke
4
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3
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3
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3
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3
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ECONIS (ZBW)
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Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
3
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011457215
Saved in:
4
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2014
Persistent link: https://www.econbiz.de/10011456434
Saved in:
5
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10011455896
Saved in:
6
Testing for common cycles in non-stationary VARs with varied frecquency data
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
-
2013
Persistent link: https://www.econbiz.de/10009736971
Saved in:
7
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10010342792
Saved in:
8
Bootstrap determination of the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614389
Saved in:
9
Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614507
Saved in:
10
Bootstrap sequential determination of the co-integration rank in VAR-models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003932344
Saved in:
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