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The importance of common cyclical features in VAR analysis: a Monte-Carlo study, and . Journal of Econometrics, 109 (2): 341--363 (August 2002)Codependent cycles, and . Journal of Econometrics, 80 (2): 199--221 (October 1997)Predicting How People Play Games: A Simple Dynamic Model of Choice., and . Games Econ. Behav., 34 (1): 104-122 (2001)A complete VARMA modelling methodology based on scalar components, and . Journal of Time Series Analysis, 29 (3): 533--554 (122 05 2008)doi: 10.1111/j.1467-9892.2007.00568.x.Common features, , and . Journal of Econometrics, 132 (1): 1--5 (May 2006)Testing multiple equation systems for common nonlinear components, and . Journal of Econometrics, 84 (1): 1--36 (May 1998)On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity, and . Economics Letters, 60 (3): 291--296 (Sep 1, 1998)The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity, and . Journal of Econometrics, 132 (1): 281--303 (May 2006)Common cycles and the importance of transitory shocks to macroeconomic aggregates, and . Journal of Monetary Economics, 47 (3): 449--475 (June 2001)Shorte-run forecasts of electricity loads and peaks, , , , and . International Journal of Forecasting, 13 (2): 161--174 (June 1997)