Pages that link to "Item:Q4443964"
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The following pages link to SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964):
Displaying 5 items.
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← 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 survey of exogeneity in vector error correction models (Q2197390) (← links)
- Separate cointegration in a VAR system subject to structural breaks (Q2419890) (← links)