Showing 1–20 of 22 results
/ Date/ Name
Dec 3, 2020Inference in mixed causal and noncausal models with generalized Student's t-distributionsMay 16, 2022Is climate change time reversible?Apr 11, 2019Identification of Noncausal Models by Quantile AutoregressionsNov 24, 2022Spectral estimation for mixed causal-noncausal autoregressive modelsFeb 23, 2021Hierarchical Regularizers for Mixed-Frequency Vector AutoregressionsJul 10, 2024Reduced-Rank Matrix Autoregressive Models: A Medium $N$ ApproachApr 25, 2025Regularized Generalized Covariance (RGCov) EstimatorMay 20, 2025Bubble Detection with Application to Green Bubbles: A Noncausal ApproachJun 26, 2023Optimization of the Generalized Covariance Estimator in Noncausal ProcessesMay 2, 2022A short term credibility index for central banks under inflation targeting: an application to BrazilFeb 2, 2023Inference in Non-stationary High-Dimensional VARsNov 8, 2024Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time SeriesMar 10, 2026Shrinkage Regularization for (Non)Linear Serial Dependence TestNov 25, 2019Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal modelsSep 7, 2020Dimension Reduction for High Dimensional Vector Autoregressive ModelsApr 8, 2026Seasonality in Mixed Causal-Noncausal ProcessesFeb 2, 2021Adaptive Random Bandwidth for Inference in CAViaR ModelsFeb 28, 2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection ProcedureJul 23, 2022Detecting common bubbles in multivariate mixed causal-noncausal modelsOct 30, 2023Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models