Pages that link to "Item:Q2773191"
From MaRDI portal
The following pages link to Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity (Q2773191):
Displaying 11 items.
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
- Underwater noise modeling and direction-finding based on heteroscedastic time series (Q838829) (← links)
- Cointegration models with non Gaussian GARCH innovations (Q1640655) (← links)
- Improved nonlinear multivariate financial time series prediction with mixed-state latent factor models (Q2431710) (← links)
- Extended complex error correction models for seasonal cointegration (Q2510648) (← links)
- Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (Q5467624) (← links)
- Sparse vector error correction models with application to cointegration‐based trading (Q6081857) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
