Pages that link to "Item:Q5697626"
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The following pages link to AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS (Q5697626):
Displaying 11 items.
- Estimating aggregate autoregressive processes when only macro data are available (Q485694) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms (Q1000570) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
- (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
- The role of vector autoregressive modeling in predictor-based subspace identification (Q2475462) (← links)
- A model selection method for S‐estimation (Q5427671) (← links)
- Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
- Consistency of averaged impulse response estimators in vector autoregressive models (Q6604024) (← links)