Pages that link to "Item:Q5049125"
From MaRDI portal
The following pages link to Identification and Estimation in Non-Fundamental Structural VARMA Models (Q5049125):
Displaying 8 items.
- Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
- Directed acyclic graph based information shares for price discovery (Q2152334) (← links)
- Modelling mortality: A bayesian factor-augmented var (favar) approach (Q6105762) (← links)
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
- Refining set-identification in VARs through independence (Q6108329) (← links)
- Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
- Structural VAR models in the frequency domain (Q6175543) (← links)
- The importance of supply and demand for oil prices: Evidence from non‐Gaussianity (Q6185465) (← links)
