Studying co-movements in large multivariate data prior to multivariate modelling (Q301956): Difference between revisions

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+A unifying framework for analysing common cyclical features in cointegrated time series
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+SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
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+Common cyclical features analysis in VAR models with cointegration
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+Encompassing univariate models in multivariate time series. A case study
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+On univariate time series methods and simultaneous equation econometric models
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+Large sample estimation and testing procedures for dynamic equation systems
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+The effect of transformations of variables upon their correlation coefficients
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+Some results on multivariate autoregressive index models
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+Multiple Time Series Analysis and the Final Form of Econometric Models
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+Time series analysis and simultaneous equation econometric models
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