Pages that link to "Item:Q5958419"
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The following pages link to On non-contemporaneous short-run co-movements (Q5958419):
Displayed 9 items.
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Common trends and cycles in I(2) VAR systems (Q291631) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← 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)
- A unifying framework for analysing common cyclical features in cointegrated time series (Q1020892) (← links)
- Codependent VAR models and the pseudo-structural form (Q1621247) (← links)
- Macro-panels and reality (Q1934813) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)