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~subject:"Korrelation"
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Canonical correlation, Wiener-Granger causality and multi-period ahead prediction in multivariate time series : theory and an application
Otter, Pieter W.
-
1990
Persistent link: https://www.econbiz.de/10000800747
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Determining the number of factors and lag order in dynamic factor models : a minimum entropy approach
Jacobs, Jan
;
Otter, Pieter W.
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 385-397
Persistent link: https://www.econbiz.de/10003761299
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