Pages that link to "Item:Q3660740"
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The following pages link to ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS (Q3660740):
Displayed 9 items.
- A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality' (Q1069258) (← links)
- Generalized Levinson--Durbin and Burg algorithms. (Q1421316) (← links)
- Asymptotic properties of some subset vector autoregressive process estimators (Q1882943) (← links)
- An approach to direct selection of best subset ar model (Q4347022) (← links)
- On a method of identification of best subset model from full ar-model (Q4883465) (← links)
- Econometric tests of rationality and market efficiency (Q5750316) (← links)
- Selecting sub-set autoregressions from outlier contaminated data. (Q5940999) (← links)