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Hecq, Alain W. J.
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Cubadda, Gianluca
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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
Saved in:
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
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