Pages that link to "Item:Q1372925"
From MaRDI portal
The following pages link to Impulse response analysis in infinite order cointegrated vector autoregressive processes (Q1372925):
Displayed 5 items.
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS (Q5697626) (← links)
- Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) (← links)