Pages that link to "Item:Q1314479"
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The following pages link to Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions (Q1314479):
Displaying 5 items.
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- How accurate are confidence intervals for impulse responses in large VAR models? (Q1583400) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)