Pages that link to "Item:Q301956"

The following pages link to Studying co-movements in large multivariate data prior to multivariate modelling (Q301956):

Displayed 8 items.

• A characterization of vector autoregressive processes with common cyclical features (Q737947) ‎ (← links)
• The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) ‎ (← links)
• On the univariate representation of BEKK models with common factors (Q1695673) ‎ (← links)
• Generating univariate fractional integration within a large VAR(1) (Q1745615) ‎ (← links)
• Macro-panels and reality (Q1934813) ‎ (← links)
• Testing for common autocorrelation in data-rich environments (Q2997941) ‎ (← links)
• Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) ‎ (← links)
• Modelling comovements of economic time series: a selective survey (Q5148510) ‎ (← links)