Pages that link to "Item:Q3532696"

The following pages link to Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (Q3532696):

Displayed 5 items.

• Comparison of procedures for fitting the autoregressive order of a vector error correction model (Q4925433) ‎ (← links)
• Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) ‎ (← links)
• Discrepancy in regression estimates between log-normal and gamma: some case studies (Q5126928) ‎ (← links)
• Influence diagnostics in a vector autoregressive model (Q5220897) ‎ (← links)
• Causality in extremes of time series (Q6151143) ‎ (← links)