Pages that link to "Item:Q4747427"
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The following pages link to Some results on multivariate autoregressive index models (Q4747427):
Displayed 13 items.
- A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758) (← links)
- Curve forecasting by functional autoregression (Q957330) (← links)
- A multivariate multilevel approach to the modeling of accuracy and speed of test takers (Q1013048) (← links)
- Forecasting international growth rates with leading indicators: A system- theoretic approach (Q1202455) (← links)
- Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
- Dynamic factor analysis of nonstationary multivariate time series (Q1205779) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- A common framework for estimating multivariate autoregressive index models (Q1361519) (← links)
- Vector distributed lag models with smoothness priors (Q1896100) (← links)
- Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model (Q3006276) (← links)
- IDENTIFYING MULTIVARIATE TIME SERIES MODELS (Q3033160) (← links)
- Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model (Q4720612) (← links)
- A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)