Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
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- Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó, 2005. "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Economics Working Papers 2005-03, Department of Economics and Business Economics, Aarhus University.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- del Barrio Castro, Tom s & Osborn, Denise R., 2008.
"Cointegration For Periodically Integrated Processes,"
Cambridge University Press, vol. 24(01), pages 109-142, February.
- Tomas del Barrio Castro & Denise R Osborn, 2005. "Cointegration for Periodically Integrated Processes," The School of Economics Discussion Paper Series 0522, Economics, The University of Manchester.
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"Modelling comovements of economic time series: a selective survey,"
Department of Statistics, University of Bologna, vol. 71(2), pages 267-294.
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"A unifying framework for analysing common cyclical features in cointegrated time series,"
Computational Statistics & Data Analysis,
Elsevier, vol. 52(2), pages 896-906, October.
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- Hristos Doucouliagos & Martin Paldam, 2009.
"The Aid Effectiveness Literature: The Sad Results Of 40 Years Of Research,"
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- repec:eee:touman:v:60:y:2017:i:c:p:379-389 is not listed on IDEAS
- Marco Centoni & Gianluca Cubadda, 2015. "Common Feature Analysis of Economic Time Series: An Overview and Recent Developments," CEIS Research Paper 355, Tor Vergata University, CEIS, revised 05 Oct 2015.
More about this item
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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