A unifying framework for analysing common cyclical features in cointegrated time series (Q1020892): Difference between revisions

@@ Property / cites work @@
+Canonical correlation analysis and reduced rank regression in autoregressive models
+Normal rank
@@ Property / cites work @@
+Testing For and Dating Common Breaks in Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+On non-contemporaneous short-run co-movements
@@ Property / cites work: On non-contemporaneous short-run co-movements / rank @@
+Normal rank
@@ Property / cites work @@
+Small-sample improvements in the statistical analysis of seasonally cointegrated systems
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Common cyclical features analysis in VAR models with cointegration
+Normal rank
@@ Property / cites work @@
+Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
+Normal rank
@@ Property / cites work @@
+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
+Normal rank
@@ Property / cites work @@
+A simple message for autocorrelation correctors: Don't
+Normal rank
@@ Property / cites work @@
+Common trends and cycles in I(2) VAR systems
@@ Property / cites work: Common trends and cycles in I(2) VAR systems / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate reduced-rank regression
@@ Property / cites work: Multivariate reduced-rank regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q3030097
@@ Property / cites work: Q3030097 / rank @@
+Normal rank