Studying co-movements in large multivariate data prior to multivariate modelling (Q301956)
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scientific article; zbMATH DE number 6600544
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Studying co-movements in large multivariate data prior to multivariate modelling |
scientific article; zbMATH DE number 6600544 |
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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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0.7617717981338501
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0.7376253008842468
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0.7352392673492432
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0.729421854019165
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0.7238026857376099
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