Common features and common I(2) trends in VAR systems
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References listed on IDEAS
- La Torre Davide & Rocca Matteo, 2002.
"C 1,1 functions and optimality conditions,"
Economics and Quantitative Methods
qf0208, Department of Economics, University of Insubria.
- Davide La Torre & Matteo Rocca, 2002. "C1,1 functions and optimality conditions," Departmental Working Papers 2002-13, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
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Cited by:
- Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu, 2007.
"Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 21-32, January.
- Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó, 2005. "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Economics Working Papers 2005-03, Department of Economics and Business Economics, Aarhus University.
- Omtzigt, Pieter & Paruolo, Paolo, 2005.
"Impact factors,"
Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
- Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
- 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.
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Keywords
serial correlation common features; cointegration; common trends; VAR; I(2); 2SI2; RRR;All these keywords.
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