Authors:
Athanasopoulos, George
Poskitt, D. S.
Vahid, Farshid
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Authors:
Anderson, Heather M.
Athanasopoulos, George
Vahid, Farshid
Citation: M. Anderson, Heather et al., Nonlinear autoregressive leading indicator models of output in G-7 countries, Journal of applied econometrics , 22(1), 2007, pp. 63-87
Authors:
Athanasopoulos, George
Poskitt, Donald S.
Vahid, Farshid
Yao, Wenying
Citation: Athanasopoulos, George et al., Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations, Journal of applied econometrics , 31(6), 2016, pp. 1100-1119