Pages that link to "Item:Q1067337"

The following pages link to Prediction of multivariate time series by autoregressive model fitting (Q1067337):

Displaying 50 items.

• VAR forecasting under misspecification (Q265016) (← links)
• Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
• Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
• Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
• Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
• Convergence rates for inverse Toeplitz matrix forms (Q581984) (← links)
• Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
• Inference on a regression model with noised variables and serially correlated errors (Q1012535) (← links)
• Departure from normality of increasing-dimension martingales (Q1012546) (← links)
• Autoregressive model selection for multistep prediction (Q1300940) (← links)
• Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
• Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
• Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
• Impulse response analysis in infinite order cointegrated vector autoregressive processes (Q1372925) (← links)
• The relation of the CCA subspace method to a balanced reduction of an autoregressive model. (Q1421323) (← links)
• Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms (Q1614294) (← links)
• Cointegration analysis with state space models (Q1633206) (← links)
• Monetary policy and long-run systemic risk-taking (Q1657161) (← links)
• Autoregressive prediction with rolling mechanism for time series forecasting with small sample size (Q1718683) (← links)
• Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
• Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
• DCA-based real-time residual useful life prediction for critical faulty component (Q1794239) (← links)
• The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models (Q1871691) (← links)
• Moving-average representation of autoregressive approximations (Q1910902) (← links)
• Understanding the effect of technology shocks in SVARs with long-run restrictions (Q1994424) (← links)
• Evaluating panel data forecasts under independent realization (Q2018600) (← links)
• A justification of conditional confidence intervals (Q2044389) (← links)
• Uncertain vector autoregressive model with imprecise observations (Q2154313) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
• Adaptive estimation of AR(\(\infty\)) models with time-varying variances (Q2226867) (← links)
• Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
• Innovations algorithm asymptotics for periodically stationary time series with heavy tails (Q2482609) (← links)
• On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications (Q2489791) (← links)
• Testing for unit roots in bounded time series (Q2511785) (← links)
• Short and long run causality measures: theory and inference (Q2630148) (← links)
• Prediction of long memory processes on same-realisation (Q2655052) (← links)
• A modified information criterion for cointegration tests based on a VAR approximation (Q2886962) (← links)
• Unit roots in white noise (Q2890701) (← links)
• NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS (Q2936837) (← links)
• Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions (Q2968465) (← links)
• (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
• (Q3054311) (← links)
• Forward and reversed time prediction of autoregressive sequences (Q3122869) (← links)
• ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING (Q3197165) (← links)
• Bootstrapping impulse responses in VAR analyses (Q3297928) (← links)
• (Q3354948) (← links)
• A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748) (← links)
• PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
• Measuring the Advantages of Multivariate vs. Univariate Forecasts (Q3505336) (← links)