Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
- 1 January 2007
- journal article
- Published by Taylor & Francis in Journal of Business & Economic Statistics
- Vol. 25 (1) , 21-32
- https://doi.org/10.1198/073500106000000459
Abstract
No abstract availableAll Related Versions
This publication has 6 references indexed in Scilit:
- Lag length estimation in large dimensional systemsJournal of Time Series Analysis, 2002
- On non-contemporaneous short-run co-movementsEconomics Letters, 2001
- Multicointegration in Stock‐Flow ModelsOxford Bulletin of Economics and Statistics, 1999
- COMMON SEASONAL FEATURES: GLOBAL UNEMPLOYMENTOxford Bulletin of Economics and Statistics, 1996
- A multivariate approach to modeling univariate seasonal time seriesJournal of Econometrics, 1994
- Testing for Common FeaturesJournal of Business & Economic Statistics, 1993