Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting
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Cited by:
- Al-Sadoon, Majid M., 2014.
"Geometric and long run aspects of Granger causality,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 558-568.
- Majid M. Al-Sadoon, 2013. "Geometric and long run aspects of Granger causality," Economics Working Papers 1356, Department of Economics and Business, Universitat Pompeu Fabra.
- Majid M. Al-Sadoon, 2013. "Geometric and Long Run Aspects of Granger Causality," Working Papers 682, Barcelona School of Economics.
- Otter, Pieter W. & Jacobs, Jan P.A.M., 2006. "On information in static and dynamic factor models," CCSO Working Papers 200605, University of Groningen, CCSO Centre for Economic Research.
- Al-Sadoon, M.M., 2009. "Causality Along Subspaces: Theory," Cambridge Working Papers in Economics 0919, Faculty of Economics, University of Cambridge.
- Otter, Pieter W., 1995. "On model reduction and multiperiod ahead prediction in vector autoregressive models," Economic Modelling, Elsevier, vol. 12(4), pages 339-341, October.
- Wai-Sum Chan, 1999. "Exact joint forecast regions for vector autoregressive models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(1), pages 35-44.
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