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subject:"United States"
~person:"Poskitt, Donald Stephen"
~subject:"Kointegration"
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Search: subject_exact:"ARIMA-Modell"
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United States
Kointegration
ARMA model
12
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12
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6
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6
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Poskitt, Donald Stephen
Gil-Alaña, Luis A.
8
Lütkepohl, Helmut
8
McAleer, Michael
8
Athanasopoulos, George
5
Caballero, Ricardo J.
5
Cochrane, John H.
5
Engel, Eduardo
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Palm, Franz C.
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Kascha, Christian
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Österholm, Pär
4
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3
Beechey, Meredith Jane
3
Candelon, Bertrand
3
Cubadda, Gianluca
3
Norrbin, Stefan C.
3
Oxley, Les
3
Scaillet, Olivier
3
Smallwood, Aaron D.
3
Yao, Wenying
3
Allen, David E.
2
Aree Wiboonpongse
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Asai, Manabu
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Bhardwaj, Geetesh
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Chaovanapoonphol, Yaovarate
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2
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2
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2
Lardic, Sandrine
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Laurent, Sébastien
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Lee, Jong Eun
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Econometric theory
1
International journal of forecasting
1
Journal of applied econometrics
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ECONIS (ZBW)
8
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1
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
2
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
4
Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen
-
2009
Persistent link: https://www.econbiz.de/10008661976
Saved in:
5
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
6
On the identification and estimation of partially nonstationary ARMAX systems
Poskitt, Donald Stephen
-
2004
Persistent link: https://www.econbiz.de/10002474731
Saved in:
7
On the identification and estimation of nonstationary and cointegrated ARMAX systems
Poskitt, Donald Stephen
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1138-1175
Persistent link: https://www.econbiz.de/10003396958
Saved in:
8
On the specification of cointegrated autoregressive moving-average forecasting systems
Poskitt, Donald Stephen
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 503-519
Persistent link: https://www.econbiz.de/10001793035
Saved in:
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