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A note on wavelet correlation...
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1
Multivariate fractional components analysis
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
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2
The analysis of nonstationary time series using regression,
correlation
and
cointegration
Johansen, Søren
- In:
Contemporary economics
6
(
2012
)
2
,
pp. 40-57
There are simple well-known conditions for the validity of regression and
correlation
as statistical tools. We analyse …
Persistent link: https://www.econbiz.de/10009767620
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3
Reducing the state space dimension in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10012482932
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4
Blaming suicide on NASA and divorce on margarine : the hazard of using
cointegration
to derive inference on spurious
correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
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5
A covariate residual-based
cointegration
test applied to the CDS-bond basis
Game, Aaron
;
Wu, Jason
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 163-192
Persistent link: https://www.econbiz.de/10010225442
Saved in:
6
The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
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7
Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
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8
State
correlation
and forecasting : a Bayesian approach using unobserved components models
Uzeda, Luis
- In:
Essays in honour of Fabio Canova
,
(pp. 25-53)
.
2022
Persistent link: https://www.econbiz.de/10013443965
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9
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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10
Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional
correlation
approach
Thuy Tien Ho
;
Ngo Thai Hung
- In:
International journal of Islamic and Middle Eastern …
15
(
2022
)
6
,
pp. 1127-1149
Persistent link: https://www.econbiz.de/10014337182
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