Pages that link to "Item:Q1292332"
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The following pages link to Frequency domain inference for univariate impulse responses (Q1292332):
Displaying 6 items.
- Estimating impulse response functions when the shock series is observed (Q2421464) (← links)
- Spectral Estimation of the Multivariate Impulse Response (Q2968473) (← links)
- Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra (Q3018541) (← links)
- (Q3787893) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
- Estimation and inference for impulse response functions from univariate strongly persistent processes (Q5093215) (← links)