Pages that link to "Item:Q1329134"
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The following pages link to Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134):
Displaying 19 items.
- On the seasonality of vector autoregression residuals (Q375104) (← links)
- Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
- Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
- Bonferroni correction for seasonal cointegrating ranks (Q1046358) (← links)
- Common cycles in seasonally cointegrated time series (Q1391611) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
- Tests for real and complex unit roots in vector autoregressive models (Q2252897) (← links)
- Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
- Extended complex error correction models for seasonal cointegration (Q2510648) (← links)
- A simple GLS procedure for seasonal cointegration (Q2515862) (← links)
- Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity (Q2773191) (← links)
- Semiparametric Seasonal Cointegrating Rank Selection (Q3298479) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN (Q4854214) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673) (← links)
- Inference of seasonal cointegration with linear restrictions (Q5433112) (← links)
