The following pages link to Cointegration in large VARs (Q2148991):
Displaying 8 items.
- Heteroskedastic cointegration (Q1203087) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Separate cointegration in a VAR system subject to structural breaks (Q2419890) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- Multivariate cointegration analysis of the Finnish-Japanese stock markets (Q5952502) (← links)
- Cointegration in large VARs (Q6343699) (← links)
- On LASSO for high dimensional predictive regression (Q6600010) (← links)
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review (Q6612363) (← links)