Pages that link to "Item:Q3160939"
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The following pages link to Structural Vector Autoregressions With Nonnormal Residuals (Q3160939):
Displaying 22 items.
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- Topics in structural VAR econometrics (Q1189544) (← links)
- Business cycle analysis without much theory: A look at structural VARs (Q1377305) (← links)
- Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
- Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
- Directed acyclic graph based information shares for price discovery (Q2152334) (← links)
- Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity (Q2208898) (← links)
- Price discovery in the markets for credit risk: a Markov switching approach (Q2691657) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Estimation of a structural vector autoregression model using non-Gaussianity (Q2896095) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
- Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
- Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics (Q6190694) (← links)
- Non-linear dimension reduction in factor-augmented vector autoregressions (Q6558551) (← links)
- Locally robust inference for non-Gaussian SVAR models (Q6565809) (← links)
- Identification of vector autoregressive models with nonlinear contemporaneous structure (Q6572632) (← links)
- Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities (Q6623182) (← links)
