Pages that link to "Item:Q1667981"
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The following pages link to On the identification of multivariate correlated unobserved components models (Q1667981):
Displaying 5 items.
- On the correlations of trend-cycle errors (Q694914) (← links)
- A note on the two assumptions of standard unobserved components models (Q1934846) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS (Q4203661) (← links)
- Miscellanea. On the identification of a single-factor model with correlated residuals (Q4949557) (← links)