Pages that link to "Item:Q1739869"
From MaRDI portal
The following pages link to Determination of vector error correction models in high dimensions (Q1739869):
Displaying 15 items.
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- An error estimator for separated representations of highly multidimensional models (Q658790) (← links)
- Specification via model selection in vector error correction models (Q1274716) (← links)
- Vector attenuation bias in the classical errors-in-variables model (Q1352219) (← links)
- Some statistical properties of the vector multiplicative error model (Q2927706) (← links)
- Determining the number of factors in a multivariate error correction-volatility factor model (Q3566437) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
- Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity (Q5881962) (← links)
- Sparse vector error correction models with application to cointegration‐based trading (Q6081857) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review (Q6612363) (← links)
- Testing for Common Trends in Nonstationary Large Datasets (Q6620933) (← links)
- Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions (Q6626210) (← links)
- Large Spillover Networks of Nonstationary Systems (Q6626214) (← links)
