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