Pages that link to "Item:Q3566437"
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The following pages link to Determining the number of factors in a multivariate error correction-volatility factor model (Q3566437):
Displaying 4 items.
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Consistently determining the number of factors in multivariate volatility modelling (Q2950203) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)