Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data (Q3295732)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data |
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Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data (English)
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10 July 2020
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common cycles
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mixed frequency vector autoregressive (VAR) model
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cointegration
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MIDAS
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