Automated variable selection in vector multiplicative error models (Q2445703): Difference between revisions

@@ Property / describes a project that uses @@
+COBYLA2
@@ Property / describes a project that uses: COBYLA2 / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+NEWUOA
@@ Property / describes a project that uses: NEWUOA / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2051378319
@@ Property / OpenAlex ID: W2051378319 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
+Normal rank
@@ Property / cites work @@
+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+A multiple indicators model for volatility using intra-daily data
+Normal rank
@@ Property / cites work @@
+Elliptical copulas: Applicability and limitations.
+Normal rank
@@ Property / cites work @@
+Nonlinear dynamics in Nasdaq dealer quotes
@@ Property / cites work: Nonlinear dynamics in Nasdaq dealer quotes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Copula–Based Models for Financial Time Series
@@ Property / cites work: Copula–Based Models for Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC  THEORY
+Normal rank
@@ Property / cites work @@
+Q5493584
@@ Property / cites work: Q5493584 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence for elliptically contoured distributions
+Normal rank
@@ Property / cites work @@
+Multivariate Dispersion Models Generated From Gaussian Copula
+Normal rank
@@ Property / cites work @@
+Polynomial splines and their tensor products in extended linear modeling. (With discussions)
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of the stochastic conditional duration model
+Normal rank