Historical Decompositions for Nonlinear Vector Autoregression Models

SSRN Electronic Journal
doi 10.2139/ssrn.3057759
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Copula-Based Nonlinear Quantile Autoregression

2008English

Testing for Rational Bubbles in a Coexplosive Vector Autoregression

Econometrics Journal
EconomicsEconometrics
2012English

Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach

Journal of International Financial Markets, Institutions and Money
EconomicsEconometricsFinance
2016English

Estimation of Panel Vector Autoregression in Stata

Stata Journal
Mathematics
2016English

Efficient Morse Decompositions of Vector Fields

IEEE Transactions on Visualization and Computer Graphics
Computer GraphicsPattern RecognitionComputer VisionComputer-Aided DesignSignal ProcessingSoftware
2008English

Trygve Haavelmo’s Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression

Econometric Theory
EconomicsEconometricsSocial Sciences
2014English

Very-Short-Term Probabilistic Wind Power Forecasts by Sparse Vector Autoregression

IEEE Transactions on Smart Grid
Computer Science
2015English

Modelling Trends of Climatic Variability and Malaria in Ghana Using Vector Autoregression

Malaria Research and Treatment
EpidemiologyInfectious Diseases
2018English

Bayesian Models for Time Series With Covariates, Trend, Seasonality, Autoregression and Outliers

Journal of Computer Science
Computer NetworksSoftwareArtificial IntelligenceCommunications
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy