Pages that link to "Item:Q2997941"

The following pages link to Testing for common autocorrelation in data-rich environments (Q2997941):

Displayed 3 items.

• Testing for Granger causality in large mixed-frequency VARs (Q726601) ‎ (← links)
• On the univariate representation of BEKK models with common factors (Q1695673) ‎ (← links)
• Modelling comovements of economic time series: a selective survey (Q5148510) ‎ (← links)