Pages that link to "Item:Q4366073"
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The following pages link to Inference of Vector Autoregressive Models With Cointegration and Scalar Components (Q4366073):
Displaying 8 items.
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Studying co-movements in large multivariate data prior to multivariate modelling (Q301956) (← links)
- Common cycles in seasonally cointegrated time series (Q1391611) (← links)
- Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
- Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example (Q2489494) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- COMMON FEATURES IN TIME SERIES WITH BOTH DETERMINISTIC AND STOCHASTIC SEASONALITY (Q4432538) (← links)
- SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964) (← links)
