The following pages link to (Q5326961):
Displaying 14 items.
- Order selection criteria for vector autoregressive models (Q551641) (← links)
- A note on a Bayesian order determination procedure for vectorautoregressive processes (Q1383247) (← links)
- Finite time identification in unstable linear systems (Q1716481) (← links)
- On the determination of lag order in vector autoregressions of cointegrated systems (Q1965982) (← links)
- A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (Q2246617) (← links)
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
- The integration order of vector autoregressive processes (Q2886959) (← links)
- ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS (Q3219619) (← links)
- Dynamics of Model Overfitting Measured in terms of Autoregressive Roots (Q3411050) (← links)
- Autoregressive Order Identification for VAR Models with Non Constant Variance (Q3462352) (← links)
- Lag length and mean break in stationary VAR models (Q4416014) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
- On the Identification of Fractionally Cointegrated VAR Models With the<i>F(d)</i>Condition (Q6634848) (← links)
