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person:"Hecq, Alain W. J."
~person:"Lardic, Sandrine"
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Search: subject_exact:"ARFIMA model"
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Hecq, Alain W. J.
Lardic, Sandrine
Gil-Alaña, Luis A.
23
McAleer, Michael
22
Beran, Jan
18
Feng, Yuanhua
12
Poskitt, Donald Stephen
12
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12
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8
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7
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7
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7
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6
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ECONIS (ZBW)
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1
Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
Saved in:
2
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
3
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
4
Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
Saved in:
5
Macro-panels and reality
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Economics letters
99
(
2008
)
3
,
pp. 537-540
Persistent link: https://www.econbiz.de/10003726244
Saved in:
6
Studying co-movements in large multivariate models without multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
-
2007
Persistent link: https://www.econbiz.de/10003647580
Saved in:
7
Macro-panels and reality
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
-
2007
Persistent link: https://www.econbiz.de/10003483216
Saved in:
8
Paradoxe de Deaton et habitudes de consommation : une analyse en termes de mémoire longue
Lardic, Sandrine
;
Mignon, Valérie
- In:
Revue d'économie politique
115
(
2005
)
1
,
pp. 129-160
Persistent link: https://www.econbiz.de/10002623975
Saved in:
9
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10003072868
Saved in:
10
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
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