Pages that link to "Item:Q5049125"

The following pages link to Identification and Estimation in Non-Fundamental Structural VARMA Models (Q5049125):

Displaying 20 items.

• Identification of nonlinear VAR models using general conditional independence graphs (Q537482) (← links)
• On weak identification in structural VARMA models (Q1673503) (← 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)
• Estimation of a structural vector autoregression model using non-Gaussianity (Q2896095) (← links)
• (Q4381626) (← links)
• Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions (Q4586180) (← links)
• Structural identification of quadratic block-oriented models based on estimated Volterra kernels (Q4733810) (← links)
• USING VARMA TECHNIQUE TO MEASURE THE PERFORMANCE QUALITY OF E-SERVICE-FIFA2014 (Q5204680) (← links)
• Modelling mortality: A bayesian factor-augmented var (favar) approach (Q6105762) (← links)
• Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
• Refining set-identification in VARs through independence (Q6108329) (← links)
• Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
• Structural VAR models in the frequency domain (Q6175543) (← links)
• The importance of supply and demand for oil prices: Evidence from non‐Gaussianity (Q6185465) (← links)
• Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics (Q6190694) (← links)
• Generalized Covariance Estimator (Q6190741) (← links)
• Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks (Q6190744) (← links)
• Parameter estimation and forecasts for an integrated Lee-Carter model (Q6546096) (← links)
• Locally robust inference for non-Gaussian SVAR models (Q6565809) (← links)