Pages that link to "Item:Q1371369"

The following pages link to Analysis of cointegrated VARMA processes (Q1371369):

Displaying 20 items.

• Studying co-movements in large multivariate data prior to multivariate modelling (Q301956) (← links)
• Speed of adjustment in cointegrated systems (Q736565) (← links)
• Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
• Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448) (← links)
• Impulse response analysis in infinite order cointegrated vector autoregressive processes (Q1372925) (← links)
• Cointegration analysis with state space models (Q1633206) (← links)
• Cointegration in VAR(1) process. Characterization and testing (Q1849314) (← links)
• Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
• An algebraic interpretation of cointegration (Q1978765) (← links)
• Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
• On the structure of cointegration (Q2725676) (← links)
• DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
• THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (Q3210028) (← links)
• ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS (Q3434193) (← links)
• Wage formation and employment in a cointegrated VAR model (Q4549734) (← links)
• Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)
• Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
• Cointegrated VARIMA Models: Specification and Simulation (Q5252808) (← links)
• Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach (Q5430551) (← links)
• Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)