Pages that link to "Item:Q2931596"
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The following pages link to A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596):
Displayed 10 items.
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Asymmetric empirical similarity (Q459404) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
- Hybrid stochastic local unit roots (Q2295812) (← links)
- IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS (Q4585030) (← links)
- NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865) (← links)
- Similarity-based model for ordered categorical data (Q5860912) (← links)
- Spatial autoregressions with an extended parameter space and similarity-based weights (Q6108327) (← links)
- Inference in a similarity-based spatial autoregressive model (Q6134253) (← links)