Meanwhile, the envelope models can excel in prediction improvement.doi:10.1002/sta4.203Lei WangShanshan DingStatWang, L. and Ding, S. (2018). Vector autoregression and envelope model. Stat, 7(1), e203.
aespecially in cases where one might easily assume otherwise 正在翻译,请等待...[translate] aThe same prevalence of improvements is found in Table 6 (columns 8 and 11), which means that the results obtained with the benchmark index data are better than the autoregression of changes in the Coi...
This paper proposes an inference procedure for a possibly integrated vector autoregression (VAR) model. We modify the lag augmented VAR (LA-VAR) estimator to exclude the quasiasymptotic bias, which is associated with the term Op(T-1), using the jackknife method. The new estimator has an ...
Structured Regularization for Large Vector Autoregression. Ph.D. Thesis, Cornell University, Ithaca, NY, USA, 2014. [Google Scholar] Spliid, H. A fast estimation method for the vector autoregressive moving average model with exogenous variables. J. Am. Stat. Assoc. 1983, 78, 843–849. [...
Unlike previous studies, this research uses a panel vector autoregression (PVAR) model to explore the dynamic correlation appraisal of high-quality development in conjunction with environmental regulation structures and property rights structures. This provides empirical evidence from China based on the ...