Separation in Cointegrated Systems
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Bibliographic InfoArticle provided by Society for Financial Econometrics in its journal Journal of Financial Econometrics.
Volume (Year): 8 (2010)
Issue (Month): 2 (spring)
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- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002.
"Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features,"
Taylor and Francis Journals, vol. 21(3), pages 273-307.
- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features," CESifo Working Paper Series 660, CESifo Group Munich.
- Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2002. "Separation, weak exogeneity and P-T decompositions in cointegrated VAR systems with common features," Open Access publications from Maastricht University urn:nbn:nl:ui:27-5780, Maastricht University.
- Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2000.
"Testing for common cyclical features in nonstationary panel data models,"
Open Access publications from Maastricht University
urn:nbn:nl:ui:27-5778, Maastricht University.
- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo Group Munich.
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