Guest editorial: Common features

DOI10.1016/j.jeconom.2005.01.020zbMath1338.00060OpenAlexW2207824351MaRDI QIDQ291618

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Publication date: 10 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.01.020

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)

Related Items (3)

Testing for co-nonlinearity ⋮ Determining the number of factors in a multivariate error correction-volatility factor model ⋮ Cobra: a package for co-breaking analysis

Cites Work

• Testing multiple equation systems for common nonlinear components
• The importance of common cyclical features in VAR analysis: A Monte-Carlo study.
• A Theory of the Term Structure of Interest Rates
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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