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~person:"Hecq, Alain W. J."
~subject:"Kausalanalyse"
~subject:"Theorie"
~type_genre:"Graue Literatur"
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Kausalanalyse
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ARMA model
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1999-2008
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Hecq, Alain W. J.
Beran, Jan
14
Feng, Yuanhua
9
Gil-Alaña, Luis A.
6
Ocker, Dirk
6
Palm, Franz C.
6
Sibbertsen, Philipp
6
Caballero, Ricardo J.
5
Engel, Eduardo
5
Maravall Herrero, Agustín
5
Karanasos, Menelaos
4
Laurent, Sébastien
4
Lütkepohl, Helmut
4
Candelon, Bertrand
3
Francq, Christian
3
Leschinski, Christian
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Zakoïan, Jean-Michel
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Abberger, Klaus
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Athanasopoulos, George
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Chan, Joshua
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Chen, Rong
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Devigne, Lucas
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Grassi, Stefano
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Research memorandum / METEOR
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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ECONIS (ZBW)
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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
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2
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
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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
Saved in:
4
Macro-panels and reality
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
-
2007
Persistent link: https://www.econbiz.de/10003483216
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