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Inference in the presence of stochastic and deterministic trends
Chevillon, Guillaume
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2007
Persistent link: https://www.econbiz.de/10003589314
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Robustness of multistep forecasts and predictive regressions at intermediate and long horizons
Chevillon, Guillaume
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2017
Persistent link: https://www.econbiz.de/10011893225
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Physical market determinants on the price of crude oil and the market premium
Chevillon, Guillaume
;
Rifflart, Christine
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2007
Persistent link: https://www.econbiz.de/10003589310
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4
Long memory through marginalization of large systems and hidden cross-section dependence
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
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2015
Persistent link: https://www.econbiz.de/10011339862
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5
Robust inference in structural VARs with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
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2017
Persistent link: https://www.econbiz.de/10011890818
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