Pages that link to "Item:Q1739869"
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The following pages link to Determination of vector error correction models in high dimensions (Q1739869):
Displayed 7 items.
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Automated Estimation of Heavy-Tailed Vector Error Correction Models (Q5041351) (← links)
- Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity (Q5881962) (← links)
- Forecasting vector autoregressions with mixed roots in the vicinity of unity (Q6049842) (← links)
- Sparse vector error correction models with application to cointegration‐based trading (Q6081857) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015) (← links)