Pages that link to "Item:Q1925944"
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The following pages link to An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks (Q1925944):
Displaying 4 items.
- An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks (Q1925944) (← links)
- An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (Q1925982) (← links)
- Linearly transforming variables in the VAR model, how does it change the impulse response? (Q2312960) (← links)
- Estimación bayesiana de un Modelo Garch-M Bivariado (Q6203167) (← links)