Pages that link to "Item:Q3160939"
From MaRDI portal
The following pages link to Structural Vector Autoregressions With Nonnormal Residuals (Q3160939):
Displayed 8 items.
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)