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Publications by Aleksei Netšunajev

Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

Econometrics Journal

English

The Anchoring of Inflation Expectations in the Short and in the Long Run

Macroeconomic Dynamics

English

Related publications

Implemetasi Model Autoregressive (AR) Dan Autoregressive Conditional Heteroskedasticity (ARCH) Untuk Memprediksi Harga Emas

Indonesian Journal on Computing (Indo-JC)

English

A Tutorial on Estimating Time-Varying Vector Autoregressive Models

Multivariate Behavioral Research

Cognitive Psychology

English

Forecasting With Global Vector Autoregressive Models: A Bayesian Approach

Journal of Applied Econometrics

Social Sciences

English

Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Automatic Identification of Time-Series Models From Long Autoregressive Models

IEEE Transactions on Instrumentation and Measurement

Electronic Engineering

Instrumentation

English

Operator-Valued Kernel-Based Vector Autoregressive Models for Network Inference

Machine Learning

Artificial Intelligence

English

System Identification of Nonlinear Autoregressive Models in Monitoring Dengue Infection

International Journal on Smart Sensing and Intelligent Systems

Systems Engineering

Electronic Engineering

English

Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

Communications in Statistics - Theory and Methods

English

Recursive Kronecker-Based Vector Autoregressive Identification for Large-Scale Adaptive Optics

IEEE Transactions on Control Systems Technology

Systems Engineering

Electronic Engineering

English