The following pages link to J. H. W. Penm (Q1069256):
Displaying 19 items.
- The relationship between stock markets of major developed countries and Asian emerging markets (Q556510) (← links)
- Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality' (Q1069258) (← links)
- (Q2491528) (redirect page) (← links)
- An evolutionary recursive algorithm in selecting statistical subset neural network/VDL filtering (Q2491529) (← links)
- A Robust Algorithm in Sequentially Selecting Subset Time Series Systems Using Neural Networks (Q2744941) (← links)
- Kernel Bandwidth Applications to the Euro and the U.S. Mutual Fund Movements (Q3434830) (← links)
- Selecting the forgetting factor in subset autoregressive modelling (Q3440770) (← links)
- TESTING PPP BY MEANS OF ZNZ PATTERNED VECM (Q3520537) (← links)
- (Q3551898) (← links)
- (Q3650811) (← links)
- ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS (Q3660740) (← links)
- (Q3809090) (← links)
- THE RECURSIVE FITTING OF SUBSET VARX MODELS (Q4272778) (← links)
- The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling (Q4355158) (← links)
- THE SEQUENTIAL ESTIMATION OF SUBSET VAR WITH FORGETTING FACTOR AND INTERCEPT VARIABLE (Q4658674) (← links)
- A note on the recursions of multichannel complex subset autoregressions (Q4742687) (← links)
- (Q4904877) (← links)
- (Q5422897) (← links)
- AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS (Q5483500) (← links)
