Pages that link to "Item:Q5063320"
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The following pages link to On causal and non‐causal cointegrated vector autoregressive time series (Q5063320):
Displaying 8 items.
- Non-causality in VAR-ECM models with purely exogenous long-run paths (Q1606398) (← links)
- Forecasting with a noncausal VAR model (Q1623550) (← links)
- Noncausality in VAR-ECM models with purely exogeneous long-run paths (Q1978557) (← links)
- Noncausal vector AR processes with application to economic time series (Q2305989) (← links)
- Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
- Noncausal vector autoregression (Q2845019) (← links)
- Vector Autoregressions and Causality (Q4286289) (← links)
- Optimization of the generalized covariance estimator in noncausal processes (Q6581657) (← links)