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~isPartOf:"CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series"
~type_genre:"Konferenzschrift"
~type_genre:"Reprint"
~type_genre:"Working Paper"
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Search: subject_exact:"AR(1) model"
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Autocorrelation
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Large Vector Autoregressive Models
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Long-run variance
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Multivariate Autoregressive Index Models
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The time-varying multivariate autoregressive index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
-
2024
Persistent link: https://www.econbiz.de/10014515646
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2
Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
Casini, Alessandro
-
2022
Persistent link: https://www.econbiz.de/10013255861
Saved in:
3
Reduced rank regression models in economics and finance
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2021
Persistent link: https://www.econbiz.de/10013257759
Saved in:
4
A test of sufficient condition for infinite-step Granger noncausality in infinite order vector autoregressive process
Triacca, Umberto
;
Damette, Olivier
;
Giovannelli, Alessandro
-
2020
Persistent link: https://www.econbiz.de/10012489251
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