Pages that link to "Item:Q4416014"

The following pages link to Lag length and mean break in stationary VAR models (Q4416014):

Displaying 7 items.

• VAR forecasting under misspecification (Q265016) (← links)
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
• The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (Q867692) (← links)
• Mean lag in general error correction models (Q1668259) (← links)
• Selection in VAR-models using equal and unequal lag-length procedures (Q1966361) (← links)
• Fractional Bayesian lag length inference in multivariate autoregressive processes (Q2722252) (← links)
• Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (Q3532696) (← links)