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A reduced rank regression approach to coincident and leading indexes building
Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 69 (2007) 2, pp. 271-292
Persistent link: https://www.econbiz.de/10003439756
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Complex reduced rank models for seasonally cointegrated time series
Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 63 (2001) 4, pp. 497-511
Persistent link: https://www.econbiz.de/10001622987
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Testing for parameter stability in dynamic models across frequencies
Candelon, Bertrand; Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 68 (2006), pp. 741-760
Persistent link: https://www.econbiz.de/10003393454
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A Reduced Rank Regression Approach to Coincident and Leading Indexes Building
Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 69 (2007) 2, pp. 271-292
Persistent link: https://www.econbiz.de/10007718381
Cover Image
Complex Reduced Rank Models for Seasonally Cointegrated Time Series
Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 63 (2001) 4, pp. 497
Persistent link: https://www.econbiz.de/10006444639
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Dimension reduction for high-dimensional vector autoregressive models
Cubadda, Gianluca; Hecq, Alain W. J. - In: Oxford bulletin of economics and statistics 84 (2022) 5, pp. 1123-1152
Persistent link: https://www.econbiz.de/10013468551