The following pages link to (Q4458426):
Displaying 6 items.
- Robust estimation for vector autoregressive models (Q1800108) (← links)
- On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331) (← links)
- Robust estimation for the multivariate linear model based on a \(\tau\)-scale (Q2499081) (← links)
- Robust estimation in vector autoregressive moving-average models (Q2703241) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- Bayesian averaging of classical estimates in asymmetric vector autoregressive models (Q5267872) (← links)
