The following pages link to (Q4852355):
Displaying 50 items.
- Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market (Q274903) (← links)
- Matrix exponential GARCH (Q278044) (← links)
- Bayesian point estimation of the cointegration space (Q278200) (← links)
- Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
- The relationship between budgetary expenditure and economic growth in Poland (Q441045) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- The generalized shrinkage estimator for the analysis of functional connectivity of brain signals (Q641159) (← links)
- Investigating asymptotic properties of vector nonlinear time series models (Q645738) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- On asymptotic theory for multivariate GARCH models (Q842922) (← links)
- On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors (Q849893) (← links)
- Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure (Q901280) (← links)
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434) (← links)
- Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration (Q956511) (← links)
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526) (← links)
- Functional coefficient autoregressive models for vector time series (Q959434) (← links)
- Multivariate discount weighted regression and local level models (Q959454) (← links)
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- Wavelet based time-varying vector autoregressive modelling (Q1020686) (← links)
- On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
- An empirical method for assessing the research relevance gap (Q1038361) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- A new forecasting method of discrete dynamic system (Q1126590) (← links)
- Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
- A generalized least squares estimation method for invertible vector moving average models (Q1389414) (← links)
- A learning-to-forecast experiment on the foreign exchange market with a classifier system (Q1391456) (← links)
- A note on the modelling and analysis of vector ARMA processes with nonstationary innovations (Q1411024) (← links)
- On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
- Extended causal modeling to assess partial directed coherence in multiple time series with significant instantaneous interactions (Q1631752) (← links)
- Information theoretic interpretation of frequency domain connectivity measures (Q1631768) (← links)
- A method for agent-based models validation (Q1655690) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
- The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956) (← links)
- A Thurstonian analysis of preference change (Q1867356) (← links)
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
- On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series. (Q1871331) (← links)
- Information complexity criteria for detecting influential observations in dynamic multivariate linear models using the genetic algorithm (Q1874085) (← links)
- Asymptotic properties of some subset vector autoregressive process estimators (Q1882943) (← links)
- On the estimation of dynamic conditional correlation models (Q1927134) (← links)
- A note on an iterative least-squares estimation method for ARMA and VARMA models (Q1927312) (← links)
- Akaike's information criterion and recent developments in information complexity (Q1977905) (← links)
- Partial directed coherence: twenty years on some history and an appraisal (Q1981954) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
- Forecasting with a parsimonious subset VAR model (Q2345142) (← links)
- Comments on ''Is partial coherence a viable technique for identifying generators of neural oscillations?'' (Q2373060) (← links)
