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subject:"Cointegration"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Palm, Franz C."
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Cointegration
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Palm, Franz C.
Phillips, Peter C. B.
12
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7
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7
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6
Lütkepohl, Helmut
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3
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Hecq, Alain W. J.
3
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Hualde, Javier
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4
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Oxford bulletin of economics and statistics
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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
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2
Common cyclical features analysis in VAR models with cointegration
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10003320251
Saved in:
3
Separation, weak exogeneity, and P-T decomposition in conintegrated VAR systems with common features
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Econometric reviews
21
(
2002
)
3
,
pp. 273-307
Persistent link: https://www.econbiz.de/10001718742
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