Vector Autoregressive Models with Non Stationary Variables
15327
Vector autoregression for mix of stationary and nonstationary variables
80644
Finding the unbiased variance estimator in high dimensional spaces
148673
Comparison of log-likelihood of two non-nested models
143460
Non-normality in residuals
67090
Casting a multivariate linear model as a multiple regression
43292
Residual autocorrelation versus lagged dependent variable
9357
Time series modeling with high-frequency data
111654
Moving-average model error terms
156972
Scale-invariant analysis of time series
147938
MAPE vs R-squared in regression models
41681
Conditional multivariate Gaussian distribution
129598
Linear transformation of random variables
81515
Method for generating correlated non-normal data
146872
How to know if a time series is stationary or non-stationary?
26550
ARMA/GARCH estimation in sequence
23935
Performance evaluation of auto.arima in R and UCM on one dataset
7605
UMVU estimator for non-linear transformation of a parameter