Pages that link to "Item:Q760742"

The following pages link to Linear transformations of vector ARMA processes (Q760742):

Displaying 19 items.

• Structural analysis with multivariate autoregressive index models (Q281034) (← links)
• Comparing aggregate and disaggregate forecasts of first order moving average models (Q452321) (← links)
• Methods for quarterly disaggregation without indicators; a comparative study using simulation (Q951910) (← links)
• On the dynamic shape of aggregated error correction models (Q1106605) (← links)
• Aggregation of linear dynamic microeconomic models (Q1300375) (← links)
• VAR analysis, nonfundamental representations, Blaschke matrices (Q1341215) (← links)
• On the identification of multivariate correlated unobserved components models (Q1667981) (← links)
• Integrated hierarchical forecasting (Q1694917) (← links)
• Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
• The information content of regional employment data for forecasting aggregate conditions (Q1929054) (← links)
• Aggregation in large dynamic panels (Q2511786) (← links)
• Geometric and long run aspects of Granger causality (Q2512622) (← links)
• Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
• An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
• (Q3777275) (← links)
• A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)
• Testing for Granger causality with mixed frequency data (Q5964759) (← links)
• VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS (Q6145545) (← links)
• Margin‐closed vector autoregressive time series models (Q6194055) (← links)