Pages that link to "Item:Q2294452"
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The following pages link to Inference in heavy-tailed vector error correction models (Q2294452):
Displaying 6 items.
- Specification via model selection in vector error correction models (Q1274716) (← links)
- Vector attenuation bias in the classical errors-in-variables model (Q1352219) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
