Measures of Conditional Linear Dependence and Feedback Between Time Series

bootstrap decomposition feedback resampling spectral density macroeconomics multiple time series point estimates measures of linear dependence approximate confidence intervals conditional linear dependence factorization algorithm of Whittle

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)

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