Estimation of the vector moving average model by vector autoregression
Year of publication: |
2002
|
---|---|
Authors: | Galbraith, John W. ; Ullah, Aman ; Zinde-Walsh, Victoria |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 21.2002, 2, p. 205-219
|
Subject: | VAR-Modell | VAR model | Handel | Trade | Lagermanagement | Warehouse management | Schätzung | Estimation | Theorie | Theory | Kanada | Canada | Multiple Regression | Multiple regression | 1981-1997 |
-
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert, (2015)
-
Tail forecasting with multivariate Bayesian additive regression trees
Clark, Todd E., (2021)
-
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E., (2022)
- More ...
-
Galbraith, John W., (1999)
-
Galbraith, John W., (2020)
-
Évaluation de critères d’information pour les modèles de séries chronologiques
Galbraith, John W., (2004)
- More ...