Pages that link to "Item:Q1745615"
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The following pages link to Generating univariate fractional integration within a large VAR(1) (Q1745615):
Displaying 5 items.
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Modelling systems with a mixture of \(I(d)\) and \(I(0)\) variables using the fractionally co-integrated VAR model (Q2311165) (← links)
- Generalized impulse response analysis in a fractionally integrated vector autoregressive model (Q2444331) (← links)
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)
- We modeled long memory with just one lag! (Q6175544) (← links)