Pages that link to "Item:Q5134485"
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The following pages link to Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485):
Displaying 9 items.
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Extended complex error correction models for seasonal cointegration (Q2510648) (← links)
- Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (Q2654438) (← links)
- Determining the number of factors in a multivariate error correction-volatility factor model (Q3566437) (← links)
- (Q4593684) (← links)
- Bias correction for time series factor models (Q4960630) (← links)
- Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information (Q6069868) (← links)