Pages that link to "Item:Q302195"
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The following pages link to Extracting a common stochastic trend: theory with some applications (Q302195):
Displaying 9 items.
- Bayesian hypothesis testing in latent variable models (Q738117) (← links)
- Continuous time autoregressive models with common stochastic trends (Q1104688) (← links)
- On idiosyncratic stochasticity of financial leverage effects (Q2453988) (← links)
- Cointegrating regressions with messy regressors and an application to mixed-frequency series (Q3103181) (← links)
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
- The estimation uncertainty of permanent-transitory decompositions in co-integrated systems (Q5860914) (← links)
- Time-varying cointegration and the Kalman filter (Q5862506) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Testing omitted variables in VARs (Q6581315) (← links)