Pages that link to "Item:Q3532696"
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The following pages link to Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (Q3532696):
Displaying 9 items.
- Selection in VAR-models using equal and unequal lag-length procedures (Q1966361) (← links)
- Fractional Bayesian lag length inference in multivariate autoregressive processes (Q2722252) (← links)
- Lag length and mean break in stationary VAR models (Q4416014) (← links)
- Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) (← links)
- Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
- Discrepancy in regression estimates between log-normal and gamma: some case studies (Q5126928) (← links)
- Influence diagnostics in a vector autoregressive model (Q5220897) (← links)
- Causality in extremes of time series (Q6151143) (← links)
- Generating synthetic turbulence with vector autoregression of proper orthogonal decomposition time coefficients (Q6659614) (← links)
