Studying co-movements in large multivariate data prior to multivariate modelling-Reference-Cited by-同舟云学术

Studying co-movements in large multivariate data prior to multivariate modelling

Published:2009-01 Issue:1 Volume:148 Page:25-35
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Cubadda Gianluca,Hecq Alain,Palm Franz C.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference32 articles.

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4. Common shocks, common dynamics, and the international business cycle;Centoni;Economic Modelling,2007

5. On non-contemporaneous short-run comovements;Cubadda;Economics Letters,2001

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