Results 281 to 290 of about 23,659 (294)

A comparison of forecasts from UK economic models and some Bayesian vector autoregressive models

Journal of Economic Studies, 1997
Ken Holden
exaly  

Focused information criterion for locally misspecified vector autoregressive models

Econometric Reviews, 2019
Franz C Palm, Hanno Reuvers, Jean-Pierre Urbain   +2 more
exaly  

Vector autoregressive models

2010
openaire   +1 more source

Identifying damage locations under ambient vibrations utilizing vector autoregressive models and Mahalanobis distances

Mechanical Systems and Signal Processing, 2012
Amir Mosavi, R Seracino, S Rizkalla
exaly  

Mixed-Frequency Vector Autoregressive Models

2013
FORONI, Claudia, GHYSELS, Eric, MARCELLINO, Massimiliano   +2 more
openaire   +2 more sources

The vector autoregressive model

2012
openaire   +1 more source

On model reduction and multiperiod ahead prediction in vector autoregressive models

Economic Modelling, 1995
exaly  

“A Vector Autoregressive Model” - Kommentaar

Studies in Economics and Econometrics, 1990
openaire   +1 more source

Model performance between linear vector autoregressive and Markov switching vector autoregressive models on modelling structural change in time series data

2015
Sek Siok Kun, Mohd Tahir Ismail
exaly  

Topology inference of directed graphs using nonlinear structural vector autoregressive models

2017
Yanning Shen, Brian Baingana, Georgios B Giannakis   +2 more
exaly