Pages that link to "Item:Q291631"
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The following pages link to Common trends and cycles in I(2) VAR systems (Q291631):
Displaying 5 items.
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
- A unifying framework for analysing common cyclical features in cointegrated time series (Q1020892) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
