Pages that link to "Item:Q1858914"
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The following pages link to Reduced rank regression in cointegrated models. (Q1858914):
Displaying 8 items.
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Reduced rank regression with autoregressive errors (Q579823) (← links)
- Reduced-rank regression: a useful determinant identity (Q928904) (← links)
- Exact rational expectations, cointegration, and reduced rank regression (Q928908) (← links)
- Redundancy of lagged regressors revisited (Q2886948) (← links)
- AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- Large Spillover Networks of Nonstationary Systems (Q6626214) (← links)