Common cyclical features analysis in VAR models with cointegration
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Publication:291630
DOI10.1016/j.jeconom.2005.01.025zbMath1337.62266OpenAlexW2108967620MaRDI QIDQ291630
Alain Hecq, Franz C. Palm, Jean-Pierre Urbain
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.01.025
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)
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