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Stability of multivariate representation of business cycles over time
Weihs, Claus, (2002)
Multivariate classification of business phases
Weihs, Claus, (1999)
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria, (2007)
Finite sample forecast results for vector autoregressive moving average models
Reinsel, Gregory C., (1995)
Time series analysis : forecasting and control
Box, George E. P., (1994)
Theory and Methods - Bias Reduction of Autoregressive Estimates in Time Series Regression Model Through Restricted Maximum Likelihood
Cheang, Wai-Kwong, (2000)