Pages that link to "Item:Q5231517"
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The following pages link to Identifying Cointegration by Eigenanalysis (Q5231517):
Displayed 17 items.
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Krigings over space and time based on latent low-dimensional structures (Q829391) (← links)
- Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Nonstationary fractionally integrated functional time series (Q2692545) (← links)
- Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
- Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Forecasting vector autoregressions with mixed roots in the vicinity of unity (Q6049842) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
- Inference for the VEC(1) model with a heavy-tailed linear process errors* (Q6082963) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)