Time-varying cointegration, identification, and cointegration spaces (Q5881687): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1515/snde-2012-0022
+Normal rank
@@ Property / OpenAlex ID @@
+W2075686824
@@ Property / OpenAlex ID: W2075686824 / rank @@
+Normal rank
@@ Property / cites work @@
+TIME-VARYING COINTEGRATION
@@ Property / cites work: TIME-VARYING COINTEGRATION / rank @@
+Normal rank
@@ Property / cites work @@
+ON RANK ESTIMATION IN SYMMETRIC MATRICES: THE CASE OF INDEFINITE MATRIX ESTIMATORS
+Normal rank
@@ Property / cites work @@
+Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?
+Normal rank
@@ Property / cites work @@
+Structural changes in the cointegrated vector autoregressive model
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Generalized reduced rank tests using the singular value decomposition
+Normal rank
@@ Property / cites work @@
+COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
+Normal rank
@@ Property / cites work @@
+Bayesian point estimation of the cointegration space
+Normal rank