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~person:"Hecq, Alain W. J."
~person:"Saikkonen, Pentti"
~subject:"Theory"
~subject:"Zins"
~type_genre:"Non-commercial literature"
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Theory
Zins
Cointegration
35
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35
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33
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29
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14
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14
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13
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cointegration
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English
34
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Hecq, Alain W. J.
Saikkonen, Pentti
Lütkepohl, Helmut
42
Gil-Alaña, Luis A.
29
Caporale, Guglielmo Maria
23
Nielsen, Morten Ørregaard
19
Johansen, Søren
18
Banerjee, Anindya
17
Breitung, Jörg
16
Heckman, James J.
16
Huber, Martin
15
Trenkler, Carsten
15
Wagner, Martin
14
Hassler, Uwe
13
Pesaran, M. Hashem
13
Frölich, Markus
12
Imbens, Guido
11
Marcellino, Massimiliano
11
Berg, Gerard J. van den
10
Sibbertsen, Philipp
10
Dijk, Herman K. van
9
Jusélius, Katarina
9
Phillips, Peter C. B.
9
Sentana, Enrique
9
Strachan, Rodney W.
9
Westerlund, Joakim
9
Hall, Stephen G.
8
Lechner, Michael
8
Robinson, Peter M.
8
Urbain, Jean-Pierre
8
Abbring, Jaap H.
7
Dittmann, Ingolf
7
Fiorentini, Gabriele
7
Lanne, Markku
7
Almuzara, Martín
6
Belke, Ansgar
6
Chernozhukov, Victor
6
Engsted, Tom
6
Haldrup, Niels
6
Herwartz, Helmut
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
European University Institute / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
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Discussion papers of interdisciplinary research project 373
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
EUI working paper / ECO
5
Ensaios econômicos
3
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
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2
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ECONIS (ZBW)
34
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Modeling expectations with noncausal autoregressions
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724325
Saved in:
2
Modeling expectations with noncausal autoregressions
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003693570
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.
; …
-
2014
Persistent link: https://www.econbiz.de/10011456434
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.
; …
-
2013
Persistent link: https://www.econbiz.de/10011455896
Saved in:
5
A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.
;
Issler, João Victor
-
2011
Persistent link: https://www.econbiz.de/10009532945
Saved in:
6
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
-
2009
Persistent link: https://www.econbiz.de/10003867806
Saved in:
7
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724350
Saved in:
8
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
9
Forecasting mixed frequency time series with ECM-MIDAS models
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
-
2012
Persistent link: https://www.econbiz.de/10009506570
Saved in:
10
Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
-
2012
Persistent link: https://www.econbiz.de/10009524285
Saved in:
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