Inference about long run canonical correlations (Q5397941): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00798.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1904914601 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4420195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implied Probabilities in GMM Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Multiple Eigenvalues of Matrices Depending on Several Parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Non-Central Distribution Problems in Multivariate Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for noncorrelation of two multivariate ARMA time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information in generalized method of moments estimation and entropy-based moment selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Judging Instrument Relevance in Instrumental Variables Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5612941 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sensitivity analysis of all eigenvalues of a symmetric matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for independence between two covariance stationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE LIMITING DISTRIBUTION OF THE CANONICAL CORRELATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5526485 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The limit distribution of the estimates in cointegrated regression models with multiple structural changes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood methods with weakly dependent processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Consistent Estimates of the Spectrum of a Stationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple Time Series Regression with Integrated Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3323077 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Statistical Inference and its Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic normality, strong mixing and spectral density estimates / rank
 
Normal rank

Latest revision as of 09:08, 7 July 2024

scientific article; zbMATH DE number 6261444
Language Label Description Also known as
English
Inference about long run canonical correlations
scientific article; zbMATH DE number 6261444

    Statements

    Inference about long run canonical correlations (English)
    0 references
    0 references
    0 references
    0 references
    25 February 2014
    0 references
    long run canonical correlations
    0 references
    canonical coherences
    0 references
    asymptotic independence of standardized sums
    0 references
    cointegration
    0 references
    inference about and based on moment conditions
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers