The following pages link to (Q5291733):
Displaying 46 items.
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data (Q107040) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- A class of variogram matrices for vector random fields in space and/or time (Q632146) (← links)
- On the usefulness of cross-validation for directional forecast evaluation (Q1623514) (← links)
- Boosting techniques for nonlinear time series models (Q1633230) (← links)
- The evolution of U.S. monetary policy: 2000--2007 (Q1656440) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Fiscal policy in good and bad times (Q1994192) (← links)
- Skilled migration and business cycle dynamics (Q2007872) (← links)
- Efficient VAR discretization (Q2036961) (← links)
- On the determinants of data breaches: a cointegration analysis (Q2044811) (← links)
- OLS estimation of Markov switching VAR models: asymptotics and application to energy use (Q2058550) (← links)
- On projection methods for functional time series forecasting (Q2078562) (← links)
- Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach (Q2125968) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- On a constrained mixture vector autoregressive model (Q2227405) (← links)
- Time series modeling on dynamic networks (Q2283569) (← links)
- Generalised cepstral models for the spectrum of vector time series (Q2293719) (← links)
- Mortality projections for non-converging groups of populations (Q2303997) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- An algorithm for the exact Fisher information matrix of vector ARMAX time series (Q2442353) (← links)
- Geometric and long run aspects of Granger causality (Q2512622) (← links)
- Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
- The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting (Q2691770) (← links)
- A distance-based test of independence between two multivariate time series (Q2692924) (← links)
- Cross-entropy method for estimation of posterior expectation in Bayesian VAR models (Q4605269) (← links)
- How news affects the trading behaviour of different categories of investors in a financial market (Q4683006) (← links)
- The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
- Wasserstein autoregressive models for density time series (Q5030950) (← links)
- Location and scale-based CUSUM test with application to autoregressive models (Q5033423) (← links)
- Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling (Q5081062) (← links)
- Bayesian comparison of stochastic models of dispersion (Q5085103) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- An integer-valued autoregressive process for seasonality (Q5107714) (← links)
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
- Constructing networks by filtering correlation matrices: a null model approach (Q5160819) (← links)
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
- Multistep ahead forecasting of vector time series (Q5864446) (← links)
- Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues (Q5881144) (← links)
- <i>l</i><sub>1</sub>common trend filtering: an extension (Q6074131) (← links)
- THE NEUTRALITY OF NOMINAL RATES: HOW LONG IS THE LONG RUN? (Q6088647) (← links)
- Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis (Q6089989) (← links)
- Bayesian modeling and forecasting of vector autoregressive moving average processes (Q6107552) (← links)
- High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)