Pages that link to "Item:Q4340693"
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The following pages link to Two Mixed Normal Densities from Cointegration Analysis (Q4340693):
Displayed 9 items.
- Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
- Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors (Q991163) (← links)
- Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160) (← links)
- Understanding price discovery in interconnected markets: generalized Langevin process approach and simulation (Q2148671) (← links)
- CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA (Q4680628) (← links)
- An introduction to hypergeometric functions for economists (Q4701045) (← links)
- Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (Q5046817) (← links)
- GARCH density and functional forecasts (Q6108262) (← links)
- Bayesian Dynamic Tensor Regression (Q6149856) (← links)