Pages that link to "Item:Q861224"
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The following pages link to Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224):
Displaying 5 items.
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377) (← links)
- A new non‐parametric cross‐spectrum estimator (Q6134631) (← links)
- Generalized autocovariance matrices for multivariate time series (Q6549228) (← links)
