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Estimation of Vector Autoregressive Models
Springer Texts in Business and Economics - Time Series Econometrics
◽
10.1007/978-3-319-32862-1_13
◽
2016
◽
pp. 225-239
Author(s):
Klaus Neusser
Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
Download Full-text
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Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
SSRN Electronic Journal
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10.2139/ssrn.1326833
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2008
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Cited By ~ 4
Author(s):
Tom Fong
◽
Chun Shan Wong
Keyword(s):
Credit Risk
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Stress Testing
◽
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PC-VAR Estimation of Vector Autoregressive Models
SSRN Electronic Journal
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10.2139/ssrn.2006847
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2012
◽
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Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
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Exposing volatility spillovers: A comparative analysis based on vector autoregressive models
Finance Research Letters
◽
10.1016/j.frl.2016.05.002
◽
2016
◽
Vol 18
◽
pp. 302-305
◽
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Author(s):
Dionisis Philippas
◽
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Keyword(s):
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◽
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◽
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Vector Autoregressive
◽
Volatility Spillovers
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A Spatial Prior for Bayesian Vector Autoregressive Models
Journal of Regional Science
◽
10.1111/1467-9787.00135
◽
1999
◽
Vol 39
(2)
◽
pp. 297-317
◽
Cited By ~ 30
Author(s):
James P. LeSage
◽
Anna Krivelyova
Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
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Fitting Multilevel Vector Autoregressive Models in Stan, JAGS, and Mplus
Structural Equation Modeling A Multidisciplinary Journal
◽
10.1080/10705511.2021.1911657
◽
2021
◽
pp. 1-24
Author(s):
Yanling Li
◽
Julie Wood
◽
Linying Ji
◽
Sy-Miin Chow
◽
Zita Oravecz
Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
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Bootstrap prediction bands for forecast paths from vector autoregressive models
Journal of Forecasting
◽
10.1002/for.1205
◽
2010
◽
Vol 30
(8)
◽
pp. 721-735
◽
Cited By ~ 29
Author(s):
Anna Staszewska-Bystrova
Keyword(s):
Autoregressive Models
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Vector Autoregressive Models
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Vector Autoregressive
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Prediction Bands
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Stationary Threshold Vector Autoregressive Models
SSRN Electronic Journal
◽
10.2139/ssrn.3226570
◽
2018
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Author(s):
Galyna Grynkiv
◽
Lars Stentoft
Keyword(s):
Autoregressive Models
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Vector Autoregressive Models
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Vector Autoregressive
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Vector Autoregressive Models
10.1007/springerreference_205691
◽
2012
◽
Cited By ~ 1
Keyword(s):
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
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Regime-Switching Global Vector Autoregressive Models
SSRN Electronic Journal
◽
10.2139/ssrn.2302510
◽
2013
◽
Author(s):
Michael Binder
◽
Marco Gross
Keyword(s):
Regime Switching
◽
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
◽
Global Vector
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Modelling and Prediction of Cyclostationary Chaotic Time Series Using Vector Autoregressive Models
2006 IEEE International Symposium on Signal Processing and Information Technology
◽
10.1109/isspit.2006.270847
◽
2006
◽
Author(s):
Feng Xi
◽
Zhong Liu
Keyword(s):
Time Series
◽
Chaotic Time Series
◽
Autoregressive Models
◽
Vector Autoregressive Models
◽
Vector Autoregressive
Download Full-text
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