Pages that link to "Item:Q4928546"
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The following pages link to Noncausal Autoregressions for Economic Time Series (Q4928546):
Displayed 18 items.
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- Autoregression-based estimation of the New Keynesian Phillips curve (Q318369) (← links)
- Non-causal strictly stationary solutions of random recurrence equations (Q467006) (← links)
- Forecasting with a noncausal VAR model (Q1623550) (← links)
- Measuring nonfundamentalness for structural VARs (Q1656410) (← links)
- Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (Q1672741) (← links)
- Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models (Q1750279) (← links)
- Misspecification of noncausal order in autoregressive processes (Q1754523) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
- Noncausality and inflation persistence (Q2687883) (← links)
- Selecting between causal and noncausal models with quantile autoregressions (Q2700580) (← links)
- Filtering, Prediction and Simulation Methods for Noncausal Processes (Q2802915) (← links)
- (Q2971502) (← links)
- Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888) (← links)
- Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates (Q4558822) (← links)
- Noncausality and asset pricing (Q5881688) (← links)
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA (Q6078281) (← links)