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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Working paper / Department of Econometrics and Business Statistics, Monash University
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
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2021
Persistent link: https://www.econbiz.de/10012668893
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2
Hole or grain? : a section pursuit index for finding hidden structure in multiple dimensions
Laa, Ursula
;
Cook, Dianne
;
Buja, Andreas
;
Valencia, German
-
2020
Persistent link: https://www.econbiz.de/10012607680
Saved in:
3
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2014
Persistent link: https://www.econbiz.de/10010245240
Saved in:
4
Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin
;
Anderson, Heather M.
;
Vahid, Farshid
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2010
Persistent link: https://www.econbiz.de/10008661656
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5
The vector innovation structural time series framework : a simple approach to multivariate forecasting
De Silva, Ashton
;
Hyndman, Rob J.
;
Snyder, Ralph D.
-
2007
Persistent link: https://www.econbiz.de/10003486454
Saved in:
6
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
Kim, Gunky
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
-
2007
Persistent link: https://www.econbiz.de/10003486458
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