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Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca; Hecq, Alain; Palm, Franz C. - In: Journal of econometrics 148 (2009) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10008170384
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Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca; Hecq, Alain; Palm, Franz C. - In: Journal of econometrics 148 (2009) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10008890782
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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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Common cyclical features analysis in VAR models with cointegration
Hecq, Alain; Palm, Franz C.; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 1, pp. 117-142
Persistent link: https://www.econbiz.de/10007259641
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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
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Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume; Hecq, Alain W. J.; Laurent, Sébastien - In: Journal of econometrics 204 (2018) 1, pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
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Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain W. J.; Smeekes, Stephan - In: Journal of econometrics 193 (2016) 2, pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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Sources of asymmetry in production factor dynamics
Palm, Franz C.; Pfann, Gerard A. - In: Journal of econometrics 82 (1998) 2, pp. 361-392
Persistent link: https://www.econbiz.de/10006790186
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Bayesian model selection and prediction with empirical applications: Comments
Palm, Franz C. - In: Journal of econometrics 69 (1995) 1, pp. 333-336
Persistent link: https://www.econbiz.de/10006797923
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Sources of asymmetry in production factor dynamics
Palm, Franz C. - In: Journal of econometrics 82 (1998) 2, pp. 361-392
Persistent link: https://www.econbiz.de/10001234533