The following pages link to (Q5326961):
Displayed 6 items.
- Finite time identification in unstable linear systems (Q1716481) (← links)
- A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (Q2246617) (← links)
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
- Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models (Q6082960) (← links)