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Using a bayesian structural time-series model to infer the causal impact on cigarette sales of partial and total bans on public smoking

Negrín, Jaime Pinilla, Miguel; González … - In: Jahrbücher für Nationalökonomie und Statistik 238 (2018) 5, pp. 423-439

Persistent link: https://www.econbiz.de/10011954729

Latent variable analysis and partial correlation graphs for multivariate time series

Fried, Roland; Didelez, Vanessa - 2003

We investigate the possibility of exploiting partial correlation graphs for identifying interpretable latent variables underlying a multivariate time series. It is shown how the collapsibility and separation properties of partial correlation graphs can be used to understand the relation between...

Persistent link: https://www.econbiz.de/10010306285

Non-linearities and fractional integration in the US unemployment rate

Caporale, Guglielmo Maria - 2004

Persistent link: https://www.econbiz.de/10013430575

Likelihood analysis of seasonal cointegration

Johansen, Søren - 1997

Persistent link: https://www.econbiz.de/10013420119