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Tourism in Odisha : an engine of long-run growth
Mishra, P. K.; Rout, Himanshu B.; Sanghamitra - In: Journal of international economic review 9 (2016) 1, pp. 109-123
Persistent link: https://www.econbiz.de/10011585312
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The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application
Toscano, Ela Mercedes M.; Reisen, Valdério Anselmo - In: Journal of forecasting 19 (2000) 5, pp. 441-456
Persistent link: https://www.econbiz.de/10001515090
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Theinstability of intercountry equity returns : implications for efficient portfolios
Bos, Theodore; Fetherston, Thomas Austin - In: Advances in Pacific Basin financial markets 5 (1999), pp. 181-197
Persistent link: https://www.econbiz.de/10001493524
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Models and priors for multivariate stochastic volatility
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000925647
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The multivariate invariance principle for globally nonstationary processes, with an application to I(2) models
Davidson, James E. H. - 1993
Persistent link: https://www.econbiz.de/10000856230
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Long memory in time series of economic growth and convergence
Silverberg, Gerald; Verspagen, Bart - 1999
Persistent link: https://www.econbiz.de/10001377238
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Multivariate classification of business phases
Weihs, Claus; Röhl, Michael Claus; Theis, Winfried - 1999
Persistent link: https://www.econbiz.de/10001387640
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Quantitative data analyusis : multivariate techniques
Malhotra, Naresh K. - In: Marketing research : state-of-the-art perspectives ; …, (pp. 224-264). 2000
Persistent link: https://www.econbiz.de/10001611152
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Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang; Herwartz, Helmut; Spokojnyj, Vladimir G. - 2001
Persistent link: https://www.econbiz.de/10001580374
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Efficiency gains from quasi-differencing under nonstationarity
Phillips, Peter C. B.; Lee, Chin Chin - 1996
Persistent link: https://www.econbiz.de/10001589738