Pages that link to "Item:Q1931865"
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The following pages link to Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity (Q1931865):
Displaying 5 items.
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888) (← links)
- Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models (Q5083887) (← links)
- Noncausality and asset pricing (Q5881688) (← links)
