Pages that link to "Item:Q1844144"
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The following pages link to Time series analysis and simultaneous equation econometric models (Q1844144):
Displaying 12 items.
- Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)
- Posterior Odds with a Generalized Hyper-<i>g</i>-Prior (Q5080445) (← links)
- Memorial Statements by Anderson, Judge, Press, Aigner, Allenby, and Palm (Q5080454) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- VAR INTERPRETATIONS OF HAAVELMO’S MARKET MODEL OF CAPITAL AND INVESTMENT (Q5247350) (← links)
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
- MARSHALLIAN MACROECONOMIC MODEL: A PROGRESS REPORT (Q5313516) (← links)
- Hyper-spherical and elliptical stochastic cycles (Q5391313) (← links)
- Market integration, systemic risk and diagnostic tests in large mixed panels (Q5861058) (← links)
- Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)
- <i>R</i> <sup>2</sup> Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability (Q6634898) (← links)