Studying co-movements in large multivariate data prior to multivariate modelling (Q301956)

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Studying co-movements in large multivariate data prior to multivariate modelling
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    Studying co-movements in large multivariate data prior to multivariate modelling (English)
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    4 July 2016
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    interactions
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    multiple time series
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    co-movements
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    ARIMA
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    cointegration
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    common cycles
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    dynamic panel data
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