Phase-shifting common cycles and common trends

DOI10.1080/03610929908832359zbMath0958.62116OpenAlexW1997964030MaRDI QIDQ4266710

Peijie Wang

Publication date: 8 April 2001

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832359

zbMATH Keywords

non-coincidentVAR systemMarkov transition matrixphase shifting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

• Testing for Common Trends
• Are Output Fluctuations Transitory?

This page was built for publication: Phase-shifting common cycles and common trends