The following pages link to JMulTi (Q13234):
Displayed 35 items.
- Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439) (← links)
- Residual autocorrelation testing for vector error correction models (Q278197) (← links)
- Reducing confidence bands for simulated impulse responses (Q379920) (← links)
- Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Using a projection method to analyze inflation bias in a micro-founded model (Q602851) (← links)
- Modeling the impact of real and financial shocks on Mercosur: The role of the exchange rate regime (Q836022) (← links)
- Autoregressive distributed lag models and cointegration (Q862779) (← links)
- Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
- The convergence of estimators based on heuristics: theory and application to a GARCH model (Q964667) (← links)
- A software framework for data analysis (Q1020852) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Testing for identification in SVAR-GARCH models (Q1656455) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- A power comparison between autocorrelation based tests (Q1726718) (← links)
- Forecasting of global market prices of major financial instruments (Q2004258) (← links)
- An e-E-insensitive support vector regression machine (Q2259798) (← links)
- Improved inference for moving average disturbances in nonlinear regression models (Q2260576) (← links)
- Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis (Q2280611) (← links)
- Using multiple time series analysis for geosensor data forecasting (Q2292931) (← links)
- The transfer problem in the euro area (Q2316887) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach (Q2691787) (← links)
- (Q3184292) (← links)
- The convergence of optimization based GARCH estimators: theory and application (Q3298636) (← links)
- (Q3377203) (← links)
- BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
- Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200) (← links)
- Applied Time Series Econometrics (Q4666841) (← links)
- Construction of multi-step forecast regions of VAR processes using ordered block bootstrap (Q5082681) (← links)
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data (Q5107711) (← links)
- Monitoring mean changes in persistent multivariate time series (Q5163039) (← links)
- Recent Advances in Cointegration Analysis (Q5292183) (← links)
- (Q5312885) (← links)
- (Q5386512) (← links)