The following pages link to Codependent cycles (Q1371367):
Displaying 17 items.
- A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Common trends and cycles in I(2) VAR systems (Q291631) (← links)
- The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity (Q291644) (← links)
- Studying co-movements in large multivariate data prior to multivariate modelling (Q301956) (← links)
- Inversion of regular analytic matrix functions: Local Smith form and subspace duality (Q636250) (← links)
- A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
- Codependent VAR models and the pseudo-structural form (Q1621247) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Macro-panels and reality (Q1934813) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
- Inverting a Matrix Function around a Singularity via Local Rank Factorization (Q2813337) (← links)
- A complete VARMA modelling methodology based on scalar components (Q3552837) (← links)
- COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY (Q4432538) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- On non-contemporaneous short-run co-movements (Q5958419) (← links)
