Pages that link to "Item:Q918100"

The following pages link to Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (Q918100):

Displaying 28 items.

• Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
• The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
• A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
• Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
• Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823) (← links)
• Nearly unstable AR models with coefficient matrices in Jordan normal form (Q1125015) (← links)
• Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
• The spurious effect of unit roots on vector autoregressions. An analytical study (Q1314477) (← links)
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
• Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
• Asymptotic accuracy of the least-squares estimates in nearly nonstationary autoregressive models (Q1366380) (← links)
• Regression with integrated regressors (Q1378823) (← links)
• Iterated logarithm law for sample generalized partial autocorrelations (Q1380590) (← links)
• On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
• Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
• Estimating a generalized long memory process (Q1922365) (← links)
• Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952) (← links)
• Two-mode network autoregressive model for large-scale networks (Q2305985) (← links)
• Nonstationary dynamic factor analysis (Q2491853) (← links)
• (Q2990084) (← links)
• IDENTIFYING MULTIVARIATE TIME SERIES MODELS (Q3033160) (← links)
• ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
• ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS (Q3690919) (← links)
• THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT (Q3745107) (← links)
• Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞) (Q4337774) (← links)
• FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
• I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? (Q5080444) (← links)
• THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS (Q5285838) (← links)