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#Please contact me directly at mattia.manzoni@hotmail.it# MsC in Engineering with top marks and research assistant of Econometrics for...
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AR/MA, ARCH/GARCH), Vector AutoRegressive model (VAR), Cointegration (Engle-Granger, VECM), Long-memory process (Fractional Integration), Regime switching models (Hamilton Filter), Kalman Filter, Unobserved Components ARIMA model, Beveridge-Nelson decomposition (Hansen's...
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