✦ LIBER ✦

Finite sample effects in vector autoregressive modeling

✍ Scribed by de Waele, S.; Broersen, P.M.T.

Book ID: 114629151
Publisher: IEEE
Year: 2002
Tongue: English
Weight: 396 KB
Volume: 51
Category: Article
ISSN: 0018-9456
DOI: 10.1109/tim.2002.806039

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Finite sample forecast results for vecto

Finite sample forecast results for vector autoregressive moving average models

✍ Gregory C. Reinsel 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 480 KB

Using the 'standard' approach to forecasting in the vector autoregressive moving average model, we establish basic general results on exact finite sample forecasts and their mean squared error matrices. Comparison between the exact and conditional methods of initiating the finite sample forecast cal

Fitting autoregressive trend stationary

Fitting autoregressive trend stationary models with finite samples

✍ Barry Falk 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 300 KB

Finite sample properties of estimators o

Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

✍ Debabrata Das; Harry H. Kelejian; Ingmar R. Prucha 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 952 KB

Finite sample properties of estimators o

Finite sample properties of estimators of spatial autoregressive models with autoregressive disturbances

✍ Debabrata Das; Harry H. Kelejian; Ingmar R. Prucha 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 957 KB

On vector autoregressive modeling in spa

On vector autoregressive modeling in space and time

✍ Valter Di Giacinto 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 585 KB

Modelling of cointegration in the vector

Modelling of cointegration in the vector autoregressive model

✍ Søren Johansen 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 114 KB