A unifying framework for analysing common cyclical features in cointegrated time series

Computational Statistics and Data Analysis

Volumn 52, Issue 2, 2007, Pages 896-906

  Cubadda, Gianluca ^a  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

Author keywords

Common features; Reduced rank regression

Indexed keywords

FEATURE EXTRACTION; ITERATIVE METHODS; POLYNOMIAL APPROXIMATION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

COMMON CYCLICAL FEATURES; COMMON FEATURES; EMPIRICAL INVESTIGATIONS; POLYNOMIAL SERIAL CORRELATION; REDUCED RANK REGRESSION;

DATA REDUCTION;

EID: 35148890797     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.07.004     Document Type: Article

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