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Stationarity and invertibility of a dynamic correlation matrix
McAleer, Michael
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2017
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Revised: September 2017
Persistent link: https://www.econbiz.de/10011734899
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Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana
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Gird˙enas, Šar ¯ unas
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Liu, Keqing
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2015
Persistent link: https://www.econbiz.de/10011287183
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The design of Monte Carlo experiments for VAR models
Dhrymes, Phoebus J.
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1996
Persistent link: https://www.econbiz.de/10000942998
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