Pages that link to "Item:Q1740279"
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The following pages link to Corrigendum to ``Inference on impulse response functions in structural VAR models'' (Q1740279):
Displaying 6 items.
- Corrigendum to: ``On matricial measures of dependence in vector ARCH models with applications to diagnostic checking'' (Q968482) (← links)
- (Machine) learning parameter regions (Q2024444) (← links)
- Joint Bayesian inference about impulse responses in VAR models (Q2106375) (← links)
- Corrigendum to ``Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model'' (Q2512532) (← links)
- Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum (Q4610747) (← links)
- Corrections to “Diffusion LMS With Correlated Regressors I: Realization-Wise Stability” [Nov 16, no. 21, 5473-5484] (Q4621986) (← links)