Pages that link to "Item:Q1298458"

The following pages link to Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458):

Displaying 31 items.

• Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
• Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
• Model selection in the presence of nonstationarity (Q528002) (← links)
• Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
• Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
• Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
• Model selection using information criteria and genetic algorithms (Q816056) (← links)
• Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
• Forecast accuracy, coefficient bias and Bayesian vector autoregressions (Q1614012) (← links)
• Determination of vector error correction models in high dimensions (Q1739869) (← links)
• A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
• Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
• Efficient tests for unit roots with prediction errors (Q1869150) (← links)
• A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
• Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
• LASSO-TYPE GMM ESTIMATOR (Q3551023) (← links)
• Finite sample performance of the model selection approach in co-integration analysis (Q3636775) (← links)
• A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
• DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
• Cointegration: Bayesian Significance Test (Q4648647) (← links)
• Bayesian assessment of dimensionality in reduced rank regression (Q4671010) (← links)
• BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Q4680626) (← links)
• Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
• Priors for the Long Run (Q5231487) (← links)
• AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)
• Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models (Q5290376) (← links)
• The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
• A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)
• THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
• A simple cointegrating rank test without vector autoregression (Q5959569) (← links)