Pages that link to "Item:Q2835319"
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The following pages link to Statistical Analysis Of Mixture Vector Autoregressive Models (Q2835319):
Displayed 4 items.
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
- Likelihood-based analysis in mixture global vars (Q6187958) (← links)