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- Sat Feb 06, 2016 12:59 pm
- Forum: Econometric Discussions
- Topic: Modelling Reflexivity with a Time Series Model
- Replies: 0
- Views: 2056
Modelling Reflexivity with a Time Series Model
I'm new to this forum so hi to everyone! I would like to find a time series model that is capable of modelling two time series with following properties: 1) consider time series X and Y. X is influencing Y positively and vice versa so that they move in the same direction. However one time series is ...