Pages that link to "Item:Q291630"

The following pages link to Common cyclical features analysis in VAR models with cointegration (Q291630):

Displaying 9 items.

• Common trends and cycles in I(2) VAR systems (Q291631) (← links)
• Studying co-movements in large multivariate data prior to multivariate modelling (Q301956) (← links)
• A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
• A unifying framework for analysing common cyclical features in cointegrated time series (Q1020892) (← links)
• Does seasonal adjustment induce common cycles? (Q1128923) (← links)
• Macro-panels and reality (Q1934813) (← links)
• SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964) (← links)
• Modelling comovements of economic time series: a selective survey (Q5148510) (← links)