Pages that link to "Item:Q2444331"

The following pages link to Generalized impulse response analysis in a fractionally integrated vector autoregressive model (Q2444331):

Displaying 7 items.

• Generalized impulse response analysis in linear multivariate models (Q1128549) (← links)
• Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
• An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks (Q1925944) (← links)
• An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (Q1925982) (← links)
• Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions (Q2113076) (← links)
• Effect of the order of fractional integration on impulse responses (Q2345166) (← links)
• Long- versus medium-run identification in fractionally integrated VAR models (Q2512358) (← links)