Pages that link to "Item:Q3210028"
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The following pages link to THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (Q3210028):
Displaying 17 items.
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Some identification problems in the cointegrated vector autoregressive model (Q736675) (← links)
- Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
- An enlarged definition of cointegration (Q1351731) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Cointegration in singular ARMA models (Q1673429) (← links)
- \(I(0)\) in, integration and cointegration out: Time series properties of endogenous growth models (Q1808552) (← links)
- An algebraic interpretation of cointegration (Q1978765) (← links)
- On the structure of cointegration (Q2725676) (← links)
- The integration order of vector autoregressive processes (Q2886959) (← links)
- (Q3497647) (← links)
- (Q4257540) (← links)
- Vector Autoregressions and Causality (Q4286289) (← links)
- COINTEGRATION AND COMMON FACTORS (Q4319852) (← links)
- Inference of Vector Autoregressive Models With Cointegration and Scalar Components (Q4366073) (← links)
- Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (Q5046817) (← links)
- A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis (Q5876092) (← links)