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Common cyclical features in multiple time series and panel data: methodological aspects and applications

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  • Hecq, Alain Willy

    (Maastricht University)

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Bibliographic Info

Paper provided by Maastricht University in its series Open Access publications from Maastricht University with number urn:nbn:nl:ui:27-29698.

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Date of creation: 2000
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Publication status: Published
Handle: RePEc:ner:maastr:urn:nbn:nl:ui:27-29698

Note: Dissertation
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Web page: http://www.maastrichtuniversity.nl/web/Home.htm

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Cited by:
  1. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007. "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, vol. 24(1), pages 149-166, January.
  2. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Common cyclical features analysis in VAR models with cointegration," Journal of Econometrics, Elsevier, vol. 132(1), pages 117-141, May.
  3. Cubadda, Gianluca & Hecq, Alain, 2001. "On non-contemporaneous short-run co-movements," Economics Letters, Elsevier, vol. 73(3), pages 389-397, December.
  4. Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features," MPRA Paper 22550, University Library of Munich, Germany.
  5. Urbain, Jean-Pierre & Hecq, Alain & Palm, Franz, 2006. "Testing for Common Cyclical Features in VAR Models with Cointegration," Open Access publications from Maastricht University urn:nbn:nl:ui:27-22377, Maastricht University.

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