Pages that link to "Item:Q2890716"

The following pages link to Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716):

Displaying 8 items.

• The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions (Q375038) (← links)
• Asymptotic properties of some subset vector autoregressive process estimators (Q1882943) (← links)
• Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator (Q2270348) (← links)
• Parametric inference of autoregressive heteroscedastic models with errors in variables (Q2407522) (← links)
• Heteroscedastic modelling via the autoregressive conditional variance subspace (Q2925554) (← links)
• Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
• On hysteretic vector autoregressive model with applications (Q5107318) (← links)
• Multi-period power utility optimization under stock return predictability (Q6088760) (← links)