The following pages link to (Q4001588):
Displaying 50 items.
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
- Impact factors (Q265013) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- The zero-information-limit condition and spurious inference in weakly identified models (Q277154) (← links)
- Residual autocorrelation testing for vector error correction models (Q278197) (← links)
- Innovations in multiple time series analysis (Q281031) (← links)
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
- Multivariate linear and nonlinear causality tests (Q609070) (← links)
- Identification of multivariate AR-models by threshold accepting (Q672526) (← links)
- Testing for periodic integration (Q672884) (← links)
- Stochastic linear trends. Models and estimators (Q685909) (← links)
- Asymptotic distribution of the OLS estimator for a mixed spatial model (Q847426) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- On the detection of changes in autoregressive time series. I: Asymptotics. (Q872083) (← links)
- Common volatility and correlation clustering in asset returns (Q884052) (← links)
- Technology shocks and aggregate fluctuations in an estimated hybrid RBC model (Q975889) (← links)
- Regional business cycles in Italy (Q1020894) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
- Testing for causality in real time (Q1126483) (← links)
- Generalized impulse response analysis in linear multivariate models (Q1128549) (← links)
- Does seasonal adjustment induce common cycles? (Q1128923) (← links)
- Specification via model selection in vector error correction models (Q1274716) (← links)
- Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780) (← links)
- Estimation of censored linear errors-in-variables models (Q1298456) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- On the relationship between impulse response analysis, innovation accounting and Granger causality (Q1318524) (← links)
- Simplified conditions for noncausality between vectors in multivariate ARMA models (Q1341213) (← links)
- An enlarged definition of cointegration (Q1351731) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- Modified Wald tests under nonregular conditions (Q1362502) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- Codependent cycles (Q1371367) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Impulse response analysis in infinite order cointegrated vector autoregressive processes (Q1372925) (← links)
- A note on a Bayesian order determination procedure for vectorautoregressive processes (Q1383247) (← links)
- Impulse response functions for periodic integration (Q1389739) (← links)
- Combining multiple time series predictors: A useful inferential procedure (Q1400134) (← links)
- Price flexibility in channels of distribution: Eevidence from scanner data. (Q1603750) (← links)
- Boosting techniques for nonlinear time series models (Q1633230) (← links)
- The forecasting performance of mortality models (Q1633273) (← links)
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- Specification of varying coefficient time series models via generalized flexible least squares (Q1906296) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- Periodic integration: Further results on model selection and forecasting (Q1915112) (← links)
- Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
- Typologies of linear dynamic systems and models (Q1918124) (← links)
