Pages that link to "Item:Q4606959"
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The following pages link to Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models (Q4606959):
Displaying 13 items.
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Time-varying Lasso (Q1787675) (← links)
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (Q2047428) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- Time-varying cointegration with an application to the UK Great Ratios (Q2208633) (← links)
- Time-varying instrumental variable estimation (Q2236874) (← links)
- The time-varying effect of fiscal policy on inflation: evidence from historical US data (Q2292797) (← links)
- A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382) (← links)
- Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data (Q2331187) (← links)
- Inference on stochastic time-varying coefficient models (Q2512638) (← links)
- ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
- Long Memory, Realized Volatility and Heterogeneous Autoregressive Models (Q5226150) (← links)
- Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models (Q6150366) (← links)
