Comparing estimation methods of non-stationary errors-in-variables models (Q2195520): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5631966 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating linear statistical relationships / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4420195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation When a Parameter is on a Boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5663204 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003037 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3783791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4328700 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Time Series Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Separating information maximum likelihood method for high-frequency financial data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3928088 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification in Parametric Models / rank
 
Normal rank

Latest revision as of 08:49, 23 July 2024

scientific article
Language Label Description Also known as
English
Comparing estimation methods of non-stationary errors-in-variables models
scientific article

    Statements

    Comparing estimation methods of non-stationary errors-in-variables models (English)
    0 references
    0 references
    0 references
    0 references
    26 August 2020
    0 references
    non-stationary economic time series
    0 references
    non-stationary errors-in-variables models
    0 references
    reduced rank and co-integrated trends
    0 references
    \(\mathbf{K}_n\)-transformation
    0 references
    maximum likelihood (ML)
    0 references
    separating information maximum likelihood (SIML)
    0 references
    SILS
    0 references
    asymptotic robustness
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references