Pages that link to "Item:Q3219619"

The following pages link to ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS (Q3219619):

Displaying 29 items.

• The relationship between budgetary expenditure and economic growth in Poland (Q441045) (← links)
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
• Testing for a unit root nonstationarity in multivariate autoregressive time series (Q1121626) (← links)
• On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
• Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
• Variable selection In regression models using global sensitivity analysis (Q2046061) (← links)
• Consistent order selection for ARFIMA processes (Q2148974) (← links)
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
• The integration order of vector autoregressive processes (Q2886959) (← links)
• A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING (Q3197159) (← links)
• Dynamics of Model Overfitting Measured in terms of Autoregressive Roots (Q3411050) (← links)
• Selecting the forgetting factor in subset autoregressive modelling (Q3440770) (← links)
• Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
• Testing for Neglected Nonlinearity in Cointegrating Relationships (Q3505332) (← links)
• Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
• (Q3698119) (← links)
• MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS (Q3810745) (← links)
• Comparisons of tests for multivariate cointegration (Q4032856) (← links)
• The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling (Q4355158) (← links)
• Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (Q4490158) (← links)
• DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
• DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE (Q4728067) (← links)
• Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) (← links)
• SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS (Q5176852) (← links)
• (Q5326961) (← links)
• Lag length estimation in large dimensional systems (Q5467628) (← links)
• THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
• Testing of two-dimensional Gaussian processes by sample cross-covariance function (Q6550005) (← links)
• Consistency of averaged impulse response estimators in vector autoregressive models (Q6604024) (← links)