Concepedia

On non-contemporaneous short-run co-movements

Gianluca Cubadda, Alain Hecq

Economics Letters · 2001 · 50 citations · 11 references

DOI

Concepts

References

11

An Introduction to Multivariate Statistical Analysis

Robb J. Muirhead, T. W. Anderson · Journal of Business and Economic Statistics · 1986 · 9.3K citations

, , +10

An Introduction to Multivariate Statistical Analysis.

C. J. Skinner, T. W. Anderson · Journal of the Royal Statistical Society Series A (General) · 1985 · 3.3K citations

, , +9

A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

Stephen Beveridge, Charles R. Nelson · Journal of Monetary Economics · 1981 · 2.4K citations

, , +14

COMMON TRENDS AND COMMON CYCLES

Farshid Vahid, Robert F. Engle · Journal of Applied Econometrics · 1993 · 453 citations

, , +12

Testing for Common Features

Robert F. Engle, Sharon Kozicki · Journal of Business and Economic Statistics · 1993 · 230 citations

, , +17