Showing results 3 to 6 of 6
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| Title | Author(s) | Issue Date | |
|---|---|---|---|
On a mixture vector autoregressive model Journal:Canadian Journal of Statistics | 2007 | ||
On time series with randomized unit root and randomized seasonal unit root Journal:Computational Statistics and Data Analysis | 2003 | ||
A simple multivariate ARCH model specified by random coefficients Journal:Computational Statistics and Data Analysis | 2006 | ||
Some results on cointegration with random coefficients in the error correction form: Estimation and testing Journal:Journal of Time Series Analysis | 2004 |