Random autoregressive models: A structured overview (Q5065206): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(13 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Paulo Serra / rank
Normal rank
 
Property / author
 
Property / author: Paulo Serra / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: rmgarch / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: panelvar / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: plm / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: xtserial / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: cquad / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: Rugarch / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: OrthoPanels / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3146501511 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 2009.08165 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3224722 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for Partially Nonstationary Multivariate Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of models for dynamic panel data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient detection of random coefficients in autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5299919 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive series with random parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Dynamic Models with Error Components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Formulation and estimation of dynamic models using panel data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3094073 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in Random Coefficient Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic forecasting of bubbles and flash crashes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian estimation of an autoregressive model using Markov chain Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-series-cross-section Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4225887 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in nonstationary random coefficient autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Initial conditions and moment restrictions in dynamic panel data models / rank
 
Normal rank
Property / cites work
 
Property / cites work: GMM Estimation with persistent panel data: an application to production functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCH modeling in finance. A review of the theory and empirical evidence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating functions for nonlinear time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on a simple Markov bilinear stochastic process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability in a Random Coefficient Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Further Note on Stability in a Random Coefficient Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian forecasting for AR(1) models with normal coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simultaneous bootstrap for all three parameters in random coefficient autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On modeling panels of time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dose-response relationship from longitudinal data with response-dependent dose modification using likelihood methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Combining estimating functions for volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of efficiency of estimates by the methods of least absolute deviations and least squares in the autoregression model with random coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Bayesian Inference in Autoregressive Panel Data Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference in a random coefficient panel model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for randomness in a random coefficient autoregression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pooling data for the analysis of dynamic marketing systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of Panel Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for generalized random coefficient autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The local asymptotic normality of a class of generalized random coefficient autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating dynamic panel data models: A guide for macroeconomists / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic linear models with Markov-switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: On bias, inconsistency, and efficiency of various estimators in dynamic panel data models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3666102 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation in a random coefficient autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4421713 / rank
 
Normal rank
Property / cites work
 
Property / cites work: How cognitive modeling can benefit from hierarchical Bayesian models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coefficient constancy test in a random coefficient autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit root tests in panel data: asymptotic and finite-sample properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural Change Monitoring for Random Coefficient Autoregressive Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring parameter changes in RCA(\(p\)) models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random coefficient first-order autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hierarchical state space approach to affective dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5312885 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple autoregressive models with random coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random coefficient autoregressive models: an introduction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Theory for Near-Integrated Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2766503 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4381616 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5389676 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring Changes in RCA Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple procedure for detecting periodically collapsing rational bubbles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum distance estimators for random coefficient autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A bayesian analysis of autoregressive models with random normal coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: √n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-order random coefficient autoregressive (RCA(1)) model: Joint Whittle estimation and information / rank
 
Normal rank
Property / cites work
 
Property / cites work: ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for some time series models with random coefficients and infinite variance innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothed estimates for models with random coefficients and infinite variance innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4852355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in nonlinear time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the quasi-likelihood estimation for random coefficient autoregressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Heteroscedastic Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2915256 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bayesian approach to estimating agricultural yield based on multiple repeated surveys / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive conditional heteroscedasticity: a comparison of ARCH and random coefficient models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2995585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian analysis for random coefficient regression models using noninformative priors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable selection in generalized random coefficient autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for generalized random coefficient autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coefficient constancy test in generalized random coefficient autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Test for parameter changes in generalized random coefficient autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model / rank
 
Normal rank

Latest revision as of 10:00, 28 July 2024

scientific article; zbMATH DE number 7493291
Language Label Description Also known as
English
Random autoregressive models: A structured overview
scientific article; zbMATH DE number 7493291

    Statements

    Random autoregressive models: A structured overview (English)
    0 references
    0 references
    0 references
    18 March 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    autoregressive panel data models
    0 references
    (generalized) autoregressive conditional heteroskedasticity models
    0 references
    (generalized) random coefficient autoregressive models
    0 references
    random coefficient panel models
    0 references
    time-series-cross-section models
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references