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18 September 1992
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vector time series
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VAR models
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VARMA models
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Difference equation models with exogeneous variables
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cointegrated VAR models
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Periodic VAR models
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intervention models
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State-space models
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stability
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stationarity
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invertibility
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causality
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h-step ahead prediction
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impulse response analysis
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parameter constraints
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parametrizations
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asymptotic distributions
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forecasts
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Structure determination
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order selection
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residual checking
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testing for nonnormality
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structural change
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exercises
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multivariate time series
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