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~language:"eng"
~person:"Hecq, Alain W. J."
~person:"Vahid, Farshid"
~subject:"Statistical method"
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Search: subject_exact:"ARMA-Modell"
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Hecq, Alain W. J.
Vahid, Farshid
Cubadda, Gianluca
3
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VAR(MA), what is it good for? : More bad news for reduced-form estimation and inference
Yao, Wenying
;
Kam, Timothy
;
Vahid, Farshid
-
2014
Persistent link: https://www.econbiz.de/10010520887
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2
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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3
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
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