Pages that link to "Item:Q737999"
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The following pages link to Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999):
Displayed 5 items.
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
- AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)