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Lead-Lag Relations, Exogeneity and Prediction of Economic Time Series

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/c2013-0-07407-5openalex-snapshot
Spectral Analysis of Time-Series
inferredcites →https://doi.org/10.2307/1912791openalex-snapshot
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
inferredcites →https://doi.org/10.2307/2552747openalex-snapshot
Spectral Analysis of Economic Time Series.

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Leading Indicator Information in UK Equity Prices: An Assessment of Economic Tracking Portfolios
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An evaluation of forecasting using leading indicators
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REFERENCES
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Dynamic Econometrics
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Copyright Page
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Dedication
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Epigraph
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Figures
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Tables
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Preface
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Introduction
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Econometric Concepts
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Econometric Tools and Techniques
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Dynamics and Interdependence
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Exogeneity and Causality
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Interpreting Linear Models
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A Typology of Linear Dynamic Equations
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Dynamic Systems
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The Theory of Reduction
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Likelihood
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Simultaneous Equations Systems
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Measurement Problems in Econometrics
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Testing and Evaluation
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Encompassing
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Modelling Issues
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Econometrics in Action
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Matrix Algebra
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Probability and Distributions
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Statistical Theory
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Asymptotic Distribution Theory
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Numerical Optimization Methods
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Macro‐Econometric Models
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BANKING PANICS AND BUSINESS CYCLES *
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Managing Short Life-Cycle Technology Products for Agere Systems
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Essays on the Great Depression
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A Descriptive Analysis of Economic Indicators
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A composite leading cycle indicator for Uruguay
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Policy Evaluation of Housing Cyclicality: A Spectral Analysis
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Derivation of a Leading Index for the United States Using Kalman Filters
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