Pages that link to "Item:Q1966361"
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The following pages link to Selection in VAR-models using equal and unequal lag-length procedures (Q1966361):
Displaying 5 items.
- Bayesian learning of graphical vector autoregressions with unequal lag-lengths (Q1009333) (← links)
- Fractional Bayesian lag length inference in multivariate autoregressive processes (Q2722252) (← links)
- Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (Q3532696) (← links)
- Lag length and mean break in stationary VAR models (Q4416014) (← links)
- (Q5148950) (← links)
