Pages that link to "Item:Q2398979"
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The following pages link to Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979):
Displaying 5 items.
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- Statistical inference for independent component analysis: application to structural VAR models (Q341899) (← links)
- Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
- On causal and non‐causal cointegrated vector autoregressive time series (Q5063320) (← links)
- Optimization of the generalized covariance estimator in noncausal processes (Q6581657) (← links)
